%%***************************************************************** %% HSDsqlpmisc: %% produce infeasibility certificates if appropriate %% %% Input: X,y,Z are the original variables, not the HSD variables. %%***************************************************************** %% SDPT3: version 4.0 %% Copyright (c) 1997 by %% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu %% Last Modified: 16 Sep 2004 %%***************************************************************** function [X,y,Z,resid,reldist,param,msg] = HSDsqlpmisc(blk,At,C,b,X,y,Z,permZ,param) obj = param.obj; relgap = param.relgap; prim_infeas = param.prim_infeas; dual_infeas = param.dual_infeas; ZpATynorm = param.ZpATynorm; inftol = param.inftol; m0 = param.m0; indeprows = param.indeprows; termcode = param.termcode; AX = param.AX; normX0 = param.normX0; normZ0 = param.normZ0; printlevel = param.printlevel; %% resid = []; reldist = []; msg = []; Anorm = ops(At,'norm'); xnorm = ops(X,'norm'); ynorm = norm(y); %% if (termcode <= 0) %% %% To detect near-infeasibility when the algorithm provides %% a "better" certificate of infeasibility than of optimality. %% err = max([prim_infeas,dual_infeas,relgap]); iflag = 0; if (obj(2) > 0) homRd = ZpATynorm/obj(2); if (homRd < 1e-2*sqrt(err*inftol)) iflag = 1; termcode = 1; param.termcode = 1; end elseif (obj(1) < 0) homrp = norm(AX)/(-obj(1)); if (homrp < 1e-2*sqrt(err*inftol)) iflag = 1; termcode = 2; param.termcode = 2; end end end if (termcode == 1) rby = 1/(b'*y); y = rby*y; Z = ops(Z,'*',rby); resid = ZpATynorm * rby; reldist = ZpATynorm/(Anorm*ynorm); msg = 'Stop: primal problem is suspected of being infeasible'; if (printlevel); fprintf('\n %s',msg); end end if (termcode == 2) tCX = blktrace(blk,C,X); X = ops(X,'*',1/(-tCX)); resid = norm(AX) /(-tCX); reldist = norm(AX)/(Anorm*xnorm); msg = 'Stop: dual problem is suspected of being infeasible'; if (printlevel); fprintf('\n %s',msg); end end if (termcode == 3) maxblowup = max(ops(X,'norm')/max(1,normX0),ops(Z,'norm')/max(1,normZ0)); msg = sprintf('Stop: primal or dual is diverging, %3.1e',maxblowup); if (printlevel); fprintf('\n %s',msg); end end [X,Z] = unperm(blk,permZ,X,Z); if ~isempty(indeprows) ytmp = zeros(m0,1); ytmp(indeprows) = y; y = ytmp; end %%***************************************************************************** %% unperm: undo the permutations applied in validate. %% %% [X,Z,Xiter,Ziter] = unperm(blk,permZ,X,Z,Xiter,Ziter); %% %% undoes the permutation introduced in validate. %% can also be called if Xiter and Ziter have not been set as %% %% [X,Z] = unperm(blk,permZ,X,Z); %% %% SDPT3: version 3.0 %% Copyright (c) 1997 by %% K.C. Toh, M.J. Todd, R.H. Tutuncu %% Last modified: 2 Feb 01 %%***************************************************************************** function [X,Z] = unperm(blk,permZ,X,Z); %% for p = 1:size(blk,1) if (strcmp(blk{p,1},'s') & ~isempty(permZ{p})) per = permZ{p}; X{p} = X{p}(per,per); Z{p} = Z{p}(per,per); end end %%*****************************************************************************