28 lines
542 B
Mathematica
28 lines
542 B
Mathematica
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function [g,geq,dg,dgeq] = fmincon_congp(x,prob)
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z = prob.A*x;
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expz = exp(z);
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if size(prob.B,1)>0
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g = prob.B*expz;
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g = full(log(g));
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% Should be correct, but it fails for some problems (test_gp_5)
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dg = [];
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%z = prob.A*x;
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%expz = exp(z);
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expz(isinf(expz)) = 1e5;
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T=diag(sparse(1./(prob.B*expz)));
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U=diag(sparse(expz));
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dg = (T*prob.B*(U*prob.A))';
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else
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g = [];
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dg = [];
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end
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if length(prob.h) > 0
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geq = log(prob.h) + prob.G*x;
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dgeq = prob.G';
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else
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geq = [];
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dgeq = [];
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end
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