50 lines
2.0 KiB
Mathematica
50 lines
2.0 KiB
Mathematica
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%%********************************************************************
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%% blkbarrier: calculate
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%% [-v(p)*logdet(X{p}), v(p)*logdet(Z{p}) + n*v(p)*(1-log(v(p)))]
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%% [-v(p)*log(gam(X{p})), v(p)*log(gam(Z{p})) + v(p)]
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%% [-v(p)*log(X{p}), v(p)*log(Z{p}) + n*v(p)*(1-log(v(p)))]
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%%*****************************************************************
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%% SDPT3: version 4.0
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%% Copyright (c) 1997 by
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%% K.C. Toh, M.J. Todd, R.H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%*****************************************************************
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function objadd = blkbarrier(blk,X,Z,Xchol,Zchol,v);
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objadd = zeros(1,2); tmp = zeros(1,2);
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for p = 1:size(blk,1)
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pblk = blk(p,:);
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vp = v{p};
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idx = find(vp > 0);
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if ~isempty(idx)
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vpsub = vp(idx);
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if size(vpsub,1) < size(vpsub,2); vpsub = vpsub'; end
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if strcmp(pblk{1},'s')
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ss = [0, cumsum(pblk{2})];
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logdetX = 2*log(diag(Xchol{p}));
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logdetZ = 2*log(diag(Zchol{p}));
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logdetXsub = zeros(length(idx),1);
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logdetZsub = zeros(length(idx),1);
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for k = 1:length(idx)
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idxtmp = [ss(idx(k))+1:ss(idx(k)+1)];
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logdetXsub(k) = sum(logdetX(idxtmp));
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logdetZsub(k) = sum(logdetZ(idxtmp));
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end
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tmp(1) = -sum(vpsub.*logdetXsub);
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tmp(2) = sum(vpsub.*logdetZsub + (pblk{2}(idx)').*vpsub.*(1-log(vpsub)));
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elseif strcmp(pblk{1},'q')
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gamX = sqrt(qops(pblk,X{p},X{p},2));
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gamZ = sqrt(qops(pblk,Z{p},Z{p},2));
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tmp(1) = -sum(vpsub.*log(gamX(idx)));
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tmp(2) = sum(vpsub.*log(gamZ(idx)) + vpsub);
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elseif strcmp(pblk{1},'l')
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logX = log(X{p}); logZ = log(Z{p});
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tmp(1) = -sum(vpsub.*logX(idx));
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tmp(2) = sum(vpsub.*logZ(idx) + vpsub.*(1-log(vpsub)));
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end
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objadd = objadd + tmp;
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end
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end
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%%********************************************************************
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