153 lines
3.5 KiB
Matlab
Executable File
153 lines
3.5 KiB
Matlab
Executable File
function output = callsdpnal(interfacedata)
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% Retrieve needed data
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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c = interfacedata.c;
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K = interfacedata.K;
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x0 = interfacedata.x0;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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% Bounded variables converted to constraints
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if ~isempty(ub)
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[F_struc,K] = addStructureBounds(F_struc,K,ub,lb);
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end
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[blk,A,C,b,oldKs]=sedumi2sdpt3(F_struc(:,1),F_struc(:,2:end),c,K,1);
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if options.savedebug
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ops = options.sdpnal;
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save sdpnaldebug blk A C b ops -v6
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end
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if options.showprogress;showprogress(['Calling ' interfacedata.solver.tag],options.showprogress);end
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solvertime = tic;
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if options.verbose==0
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evalc('[obj,X,s,y,Z,Z2,y2,v,info,runhist] = sdpnalplus(blk,A,C,b,[],[],[],[],[],options.sdpnal);');
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else
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[obj,X,s,y,Z,Z2,y2,v,info,runhist] = sdpnalplus(blk,A,C,b,[],[],[],[],[],options.sdpnal);
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end
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solvertime = toc(solvertime);
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% Create YALMIP dual variable and slack
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Dual = [];
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Slack = [];
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top = 1;
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if K.f>0
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Dual = [Dual;X{top}(:)];
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Slack = [Slack;Z{top}(:)];
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top = top+1;
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end
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if K.l>0
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Dual = [Dual;X{top}(:)];
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Slack = [Slack;Z{top}(:)];
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top = top + 1;
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end
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if K.q(1)>0
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Dual = [Dual;X{top}(:)];
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Slack = [Slack;Z{top}(:)];
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top = top + 1;
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end
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if K.s(1)>0
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% Messy format in SDPT3 to block and sort small SDPs
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u = blk(:,1);
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u = find([u{:}]=='s');
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s = 1;
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for top = u
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ns = blk(top,2);ns = ns{1};
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k = 1;
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for i = 1:length(ns)
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Xi{oldKs(s)} = X{top}(k:k+ns(i)-1,k:k+ns(i)-1);
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Zi{oldKs(s)} = Z{top}(k:k+ns(i)-1,k:k+ns(i)-1);
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s = s + 1;
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k = k+ns(i);
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end
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end
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for i = 1:length(Xi)
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Dual = [Dual;Xi{i}(:)];
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Slack = [Slack;Zi{i}(:)];
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end
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end
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Primal = -y; % Primal variable in YALMIP
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% No error code available
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if isfield(info,'termcode')
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switch info.termcode
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case -1
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problem = 4;
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case -2
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problem = 3;
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case 0
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problem = 0;
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case 1
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problem = 5;
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case 2
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problem = 3;
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otherwise
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problem = 11;
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end
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else
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if isfield(info,'msg')
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if isequal(info.msg,'maximum iteration reached')
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problem = 3;
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else
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problem = 9;
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end
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end
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end
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infostr = yalmiperror(problem,interfacedata.solver.tag);
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if options.savesolveroutput
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solveroutput.obj = obj;
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solveroutput.X = X;
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solveroutput.y = y;
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solveroutput.Z = Z;
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solveroutput.info = info;
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solveroutput.runhist = runhist;
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else
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solveroutput = [];
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end
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if options.savesolverinput
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solverinput.blk = blk;
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solverinput.A = A;
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solverinput.C = C;
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solverinput.b = b;
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solverinput.options = options.sdpnal;
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else
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solverinput = [];
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end
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% Standard interface
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output = createOutputStructure(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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function [F_struc,K] = deblock(F_struc,K);
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X = any(F_struc(end-K.s(end)^2+1:end,:),2);
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X = reshape(X,K.s(end),K.s(end));
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[v,dummy,r,dummy2]=dmperm(X);
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blks = diff(r);
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lint = F_struc(1:end-K.s(end)^2,:);
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logt = F_struc(end-K.s(end)^2+1:end,:);
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newlogt = [];
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for i = 1:size(logt,2)
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temp = reshape(logt(:,i),K.s(end),K.s(end));
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temp = temp(v,v);
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newlogt = [newlogt temp(:)];
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end
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logt = newlogt;
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pattern = [];
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for i = 1:length(blks)
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pattern = blkdiag(pattern,ones(blks(i)));
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end
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F_struc = [lint;logt(find(pattern),:)];
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K.s(end) = [];
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K.s = [K.s blks];
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K.m = blks;
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