%%******************************************************************* %% randsdp.m : creates random feasible SDP problems with various block %% diagonal structures. %% %% [blk,Avec,C,b,X0,y0,Z0] = randsdp(dense_blk,sparse_blk,diag_blk,m,feas,solve); %% %% E.g. %% randsdp([32 20],[10 5],100,10,feas,solve); %% %% dense_blk : for generating dense blocks, where %% dense_blk(i) is the dimension of the ith block %% sparse_blk: for generating a sparse block of small subblocks, where %% sparse_blk(i) is the size of the ith subblock. %% diag_blk : for generating a column vector of length specified by %% diag_blk (this corresponds to a diagonal block). %% %% feas = 2 if want centered feasible starting point %% = 1 if want feasible starting point %% = 0 if otherwise. (default) %% %% solve = 0 just to initialize (default) %% = 1 if want to solve the problem. %%***************************************************************** %% SDPT3: version 4.0 %% Copyright (c) 1997 by %% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu %% Last Modified: 16 Sep 2004 %%***************************************************************** function [blk,Avec,C,b,X0,y0,Z0] = ... randsdp(dense_blk,sparse_blk,diag_blk,m,feas,solve); if nargin < 6; solve = 0; end; if nargin < 5; feas = 0; end; blk = []; if ~isempty(dense_blk); for k = 1:length(dense_blk); blk{k,1} = 's'; blk{k,2} = dense_blk(k); end; end; if ~isempty(sparse_blk); if size(sparse_blk,1) > size(sparse_blk,2); sparse_blk = sparse_blk'; end; tmp = size(blk,1); blk{tmp+1,1} = 's'; blk{tmp+1,2} = sparse_blk; end; if ~isempty(diag_blk); tmp = size(blk,1); blk{tmp+1,1} = 'l'; blk{tmp+1,2} = diag_blk; end; N = size(blk,1); %% %% generate X0, Z0 %% tmp_sp = sparse(sum(sparse_blk)); for L = 1:2 T = []; if ~isempty(dense_blk); for k = 1:length(dense_blk); n = dense_blk(k); tmp = randn(n); tmp = tmp*tmp'; tmp = 0.5*(tmp + tmp'); %mineig = min(real(eig(tmp))); %if (mineig < 0); tmp = tmp - 1.1*mineig*eye(n); end; if (feas == 2); tmp = eye(n); end; T{k,1} = tmp; end; end; if ~isempty(sparse_blk); tmp_sp = sparse(sum(sparse_blk),sum(sparse_blk)); for k = 1:length(sparse_blk); n = sparse_blk(k); pos = [sum(sparse_blk(1:k-1))+1 : sum(sparse_blk(1:k))]; tmp = randn(n); tmp = tmp*tmp'; tmp = 0.5*(tmp + tmp'); %mineig = min(real(eig(tmp))); %if (mineig < 0); tmp = tmp - 1.1*mineig*eye(n); end; if (feas == 2); tmp = eye(n); end; tmp_sp(pos,pos) = sparse(tmp); end; T{size(T,1)+1,1} = tmp_sp; end; if ~isempty(diag_blk); if (feas == 2); T{size(T,1)+1,1} = ones(diag_blk,1); else; tmp = randn(diag_blk,1); tmp = tmp.*tmp; %mineig = min(tmp); %if (mineig < 0); tmp = tmp - 1.1*mineig*ones(diag_blk,1); end; T{size(T,1)+1,1} = tmp; end; end; if (L == 1); X0 = T; else; Z0 = T; end; end; %% %% set up the matrices Ak and b %% b = zeros(m,1); y0 = randn(m,1); A = cell(N,m); Ak_sp = sparse(sum(sparse_blk),sum(sparse_blk)); for k = 1:m; Ak = []; if ~isempty(dense_blk); for j = 1:length(dense_blk); tmp = randn(dense_blk(j)); tmp = 0.5*(tmp+tmp'); Ak{j,1} = tmp; end; end; if ~isempty(sparse_blk); for j = 1:length(sparse_blk); n = sparse_blk(j); tmp = randn(n); tmp = 0.5*(tmp+tmp'); pos = [sum(sparse_blk(1:j-1))+1 : sum(sparse_blk(1:j))]; Ak_sp(pos,pos) = tmp; end; Ak{size(Ak,1)+1,1} = Ak_sp; end; if ~isempty(diag_blk); Ak{size(Ak,1)+1,1} = randn(diag_blk,1); end; A(:,k) = Ak; b(k) = blktrace(blk,Ak,X0); end; C = ops(Z0,'+',Asum(blk,A,y0)); %% %% infeasible initial iterate %% Avec = svec(blk,A,ones(size(blk,1),1)); if (feas == 0); [X0,y0,Z0] = infeaspt(blk,Avec,C,b); end; %% if (solve); [obj,X,y,Z] = sqlp(blk,Avec,C,b,[],X0,y0,Z0); end; %%=================================================