81 lines
1.7 KiB
Matlab
Executable File
81 lines
1.7 KiB
Matlab
Executable File
function [F,h,x] = sedumi2yalmip(At,b,c,K)
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nvars = length(b);
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x = sdpvar(nvars,1);
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% No reason to try to do factor tracking here
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x = flush(x);
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if size(At,2)~=length(b)
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At = At';
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end
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F = ([]);
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top = 1;
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if isvalidfield(K,'f')
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X = c(top:top+K.f-1)-At(top:top+K.f-1,:)*x;
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F = F + (X(:) == 0);
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top = top + K.f;
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end
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if isvalidfield(K,'l')
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X = c(top:top+K.l-1)-At(top:top+K.l-1,:)*x;
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F = F + (X(:)>=0);
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top = top + K.l;
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end
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if isvalidfield(K,'q')
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for i = 1:length(K.q)
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X = c(top:top+K.q(i)-1)-At(top:top+K.q(i)-1,:)*x;
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F = F + (cone(X(2:end),X(1)));
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top = top + K.q(i);
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end
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end
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if isvalidfield(K,'r')
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for i = 1:length(K.r)
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X = c(top:top+K.r(i)-1)-At(top:top+K.r(i)-1,:)*x;
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F = F + (rcone(X(3:end),X(2),X(1)));
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top = top + K.r(i);
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end
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end
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if isvalidfield(K,'s')
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for i = 1:length(K.s)
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[ix,iy,iv] = find([c(top:top+K.s(i)^2-1) At(top:top+K.s(i)^2-1,:)]);
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off = (ix-1)/(K.s(i)+1);
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if all(off == round(off))
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X = c(top:top+K.s(i)^2-1)-At(top:top+K.s(i)^2-1,:)*x;
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if isa(X,'sdpvar')
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F = F + (diag(reshape(X,K.s(i),K.s(i))) >= 0);
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else
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X
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i
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'silly data!'
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end
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top = top + K.s(i)^2;
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else
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X = c(top:top+K.s(i)^2-1)-At(top:top+K.s(i)^2-1,:)*x;
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X = reshape(X,K.s(i),K.s(i));
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X = (X+X')/2;
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F = F + (X >= 0);
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top = top + K.s(i)^2;
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end
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end
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end
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h = -b'*x;
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function ok = isvalidfield(K,fld)
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ok = 0;
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if isfield(K,fld)
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s = getfield(K,fld);
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if prod(size(s))>0
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if s(1)>0
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ok = 1;
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end
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end
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end
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