Dynamic-Calibration/utils/YALMIP-master/modules/parametric/solvemp.m

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2019-12-18 11:25:45 +00:00
function varargout = solvemp(F,h,ops,x,y)
%SOLVEMP Computes solution to multi-parametric optimization problem
%
% min_z(x) h(x,z)
% subject to
% F(x,z) >= 0
%
%
% [SOL, DIAGNOSTIC,Z,HPWF,ZPWF] = SOLVEMP(F,h,options,x,y)
%
% SOL : Multi-parametric solution (see MPT toolbox)
%
% DIAGNOSTIC : struct with diagnostic information
%
% Z : SDPVAR object with the detected decision variable z
%
% HPWF : The value function as a pwf function
%
% ZPWF : The optimal decision variable as a pfw function
%
% Input
% F : Object describing the constraints.
% h : SDPVAR object describing the objective function h(x,z).
% options : solver options. See SDPSETTINGS. Can be [].
% x : Parametric variables
% y : Requested decision variables (subset of z)
%
% NOTE : If you are solving a problem leading to an mpMILP, the
% output SOL will be a set-valued map. To obtain the minimal
% solution (without so called overlaps), run removeOverlaps(SOL). If you
% have requested the 5th output ZPWF, overlaps are automatically removed.
% If your problem leads to an mpMIQP, the output SOL will also be a
% set-valued map, but there is currently no way in MPT to obtain a
% non-overlapping solution. To use the solution in MPT, the command
% mpt_mergeCS(SOL) can be useful. Notice that the fifth output argument
% not will be available for mpMIQP problems.
%
% See also PARAMETRIC, SET, SDPSETTINGS, YALMIPERROR
% Author Johan L<EFBFBD>fberg
% $Id: solvemp.m,v 1.11 2007-08-17 13:17:16 joloef Exp $
if nargin <= 3
ops = sdpsettings;
end
if nargin <=3
x = [];
y = [];
end
if isa(F,'constraint')
F = lmi(F);
end
par_declarations = is(F,'parametric');
if any(par_declarations)
x = [x;recover(getvariables(sdpvar(F(find(par_declarations)))))];
F = F(find(~par_declarations));
end
if length(x) == 0
error('solvemp must always have 4 input arguments or a parametric declaration');
end
if ~isempty(ops)
if isequal(ops.solver,'')
ops.solver = 'mpt,pop';
end
else
ops = sdpsettings('solver','mpt,pop');
end
if nargin == 4
y = [];
ny = 0;
my = 0;
else
% YALMIP wants a vector as desired decsision variable
[ny,my] = size(y);
y = reshape(y,ny*my,1);
end
% Robustify first?
if length(F) > 0
unc_declarations = is(F,'uncertain');
if any(unc_declarations)
w = recover(getvariables(sdpvar(F(find(unc_declarations)))));
F = F(find(~unc_declarations));
[F,h,failure] = robustify(F,h,ops,w);
if failure
error('Derivation of robust counter-part failed')
end
end
end
if max(size(h))>1
error('Objective function must be scalar or empty');
end
sol = solvesdp(F,h,ops,x,y);
if isfield(sol,'mpsol')
if ~isfield(sol.mpsol,'model')
varargout{1} = [];
varargout{2} = sol;
varargout{3} = [];
varargout{4} = [];
varargout{5} = [];
elseif isempty(sol.mpsol.model{1})
varargout{1} = sol.mpsol.model;
varargout{2} = sol;
varargout{3} = [];
varargout{4} = [];
varargout{5} = [];
else
mpsolution = sol.mpsol.model;
varargout{1} = sol.mpsol.model;
if nargout > 2
z = recover(sol.solveroutput.U);
x = recover(sol.solveroutput.x);
varargout{3}= z;
end
if nargout > 3
% User wants the value function
if length(mpsolution) == 1
if isequal(mpsolution{1}.convex,1)
% Simple mpLP value function
if ops.mp.simplify
s = mpsolution{1};
s.Fi = s.Bi;
s.Gi = s.Ci;
s = mpt_simplify(s);
s.Bi = s.Fi;
s.Ci = s.Gi;
varargout{4} = pwf(s,x,'convex');
else
varargout{4} = pwf(mpsolution{1},x,'convex');
end
else
% Probably generated from removing overlaps
varargout{4} = pwf(mpsolution,x,'general');
end
else
% No overlap removal done
varargout{4} = pwf(mpsolution,x,'convexoverlapping');
end
end
if nargout > 4
% User wants optimizer in YALMIP format
% Any overlaps?
anyQP = 0;
if length(varargout{1}) > 1
for i = 1:length(sol.mpsol.model)
if nnz([sol.mpsol.model{i}.Ai{:}])>0
anyQP = 1;
break
end
end
if ~anyQP
minimalmodel{1} = mpt_removeOverlaps(sol.mpsol.model);
varargout{1} = minimalmodel;
end
else
minimalmodel = varargout{1};
end
% PWA assumes we want Bi and Ci
if ~anyQP
minimalmodel{1}.valuefunction.Bi = minimalmodel{1}.Bi;
minimalmodel{1}.valuefunction.Ci = minimalmodel{1}.Ci;
minimalmodel{1}.Ai = cell(1,length(minimalmodel{1}.Fi));
minimalmodel{1}.Bi = minimalmodel{1}.Fi;
minimalmodel{1}.Ci = minimalmodel{1}.Gi;
varargout{5} = pwf(minimalmodel,x,'general');
if min([ny my])>0
varargout{5} = reshape(varargout{5},ny,my);
end
else
disp('Optimizer (5th output) not available for overlapping quadratic problems.');
varargout{5} = [];
end
end
end
else
varargout{1} = [];
varargout{2} = sol;
varargout{3} = [];
varargout{4} = [];
varargout{5} = [];
end
varargout{2} = sol;