function varargout = plog(varargin) %PLOG % % y = PLOG(x) % % Computes concave perspective log, x(1)*log(x(2)/x(1)) on x>0 % % Implemented as evalutation based nonlinear operator. Hence, the concavity % of this function is exploited to perform convexity analysis and rigorous % modelling. switch class(varargin{1}) case 'double' if ~isequal(prod(size(varargin{1})),2) error('PLOG only defined for 2x1 arguments'); end x = varargin{1}; % Safe version with defined negative values (helps fmincon when % outside feasible region) if isequal(x(1),[0]) varargout{1} = 0; else varargout{1} = x(1)*log(x(2)/x(1)); end case 'sdpvar' if ~isequal(prod(size(varargin{1})),2) error('PLOG only defined for 2x1 arguments'); else varargout{1} = yalmip('define',mfilename,varargin{1}); end case 'char' X = varargin{3}; operator = struct('convexity','concave','monotonicity','none','definiteness','none','model','callback'); operator.range = [-inf inf]; operator.domain = [0 inf]; operator.bounds = @bounds; operator.convexhull = @convexhull; operator.derivative = @derivative; varargout{1} = []; varargout{2} = operator; varargout{3} = X; otherwise error('SDPVAR/PLOG called with CHAR argument?'); end function dp = derivative(x) z = x(2)/x(1); dp = [log(z)-1;1./z]; function [L,U] = bounds(xL,xU) xU(isinf(xU)) = 1e12; x1 = xL(1)*log(xL(2)/xL(1)); x2 = xU(1)*log(xU(2)/xU(1)); x3 = xL(1)*log(xU(2)/xL(1)); x4 = xU(1)*log(xL(2)/xU(1)); L = min([x1 x2 x3 x4]); % Stationary in x1 when x1 = x2*exp(-1) % Increasing in x2, so max at border p1 = [exp(-1)*xU(2);xU(2)]; x5 = p1(1)*log(p1(2)/p1(1)); if x5(1) >= xL(1) && x5(1) <= xU(1) U = max([x1 x2 x3 x4 x5]); else U = max([x1 x2 x3 x4]); end function [Ax,Ay,b] = convexhull(xL,xU) x1 = [xL(1);xL(2)]; x2 = [xU(1);xL(2)]; x3 = [xL(1);xU(2)]; x4 = [xU(1);xU(2)]; x5 = (xL+xU)/2; f1 = plog(x1); f2 = plog(x2); f3 = plog(x3); f4 = plog(x4); f5 = plog(x5); df1 = derivative(x1); df2 = derivative(x2); df3 = derivative(x3); df4 = derivative(x4); df5 = derivative(x5); [Ax,Ay,b] = convexhullConcave2D(x1,f1,df1,x2,f2,df2,x3,f3,df3,x4,f4,df4,x5,f5,df5);