124 lines
2.5 KiB
Matlab
Executable File
124 lines
2.5 KiB
Matlab
Executable File
function varargout = log(varargin)
|
|
%LOG (overloaded)
|
|
|
|
switch class(varargin{1})
|
|
|
|
case 'double'
|
|
error('Overloaded SDPVAR/LOG CALLED WITH DOUBLE. Report error')
|
|
|
|
case 'sdpvar'
|
|
% Try to detect logsumexp construction etc
|
|
varargout{1} = check_for_special_cases(varargin{:});
|
|
% Nope, then just define this logarithm
|
|
if isempty(varargout{1})
|
|
varargout{1} = InstantiateElementWise(mfilename,varargin{:});
|
|
end
|
|
|
|
case 'char'
|
|
|
|
X = varargin{3};
|
|
F = (X >= 1e-8);
|
|
|
|
operator = struct('convexity','concave','monotonicity','increasing','definiteness','none','model','callback');
|
|
operator.convexhull = @convexhull;
|
|
operator.bounds = @bounds;
|
|
operator.domain = [0 inf];
|
|
operator.derivative = @(x)(1./(abs(x)+eps));
|
|
operator.inverse = @(x)(exp(x));
|
|
|
|
varargout{1} = F;
|
|
varargout{2} = operator;
|
|
varargout{3} = X;
|
|
|
|
otherwise
|
|
error('SDPVAR/LOG called with CHAR argument?');
|
|
end
|
|
|
|
function [L,U] = bounds(xL,xU)
|
|
if xL <= 0
|
|
% The variable is not bounded enough yet
|
|
L = -inf;
|
|
else
|
|
L = log(xL);
|
|
end
|
|
if xU < 0
|
|
% This is an infeasible problem
|
|
L = inf;
|
|
U = -inf;
|
|
else
|
|
U = log(xU);
|
|
end
|
|
|
|
function [Ax, Ay, b, K] = convexhull(xL,xU)
|
|
K = [];
|
|
if xL <= 0
|
|
fL = inf;
|
|
else
|
|
fL = log(xL);
|
|
end
|
|
fU = log(xU);
|
|
dfL = 1/(xL);
|
|
dfU = 1/(xU);
|
|
%xM = (xU - xL)/(fU-fL);
|
|
xM = (xL + xU)/2;
|
|
fM = log(xM);
|
|
dfM = 1/xM;
|
|
|
|
[Ax,Ay,b] = convexhullConcave(xL,xM,xU,fL,fM,fU,dfL,dfM,dfU);
|
|
remove = isinf(b) | isinf(Ax) | isnan(b);
|
|
if any(remove)
|
|
remove = find(remove);
|
|
Ax(remove)=[];
|
|
b(remove)=[];
|
|
Ay(remove)=[];
|
|
end
|
|
|
|
|
|
function f = check_for_special_cases(x)
|
|
f = [];
|
|
% Check for log(1+x)
|
|
base = getbase(x);
|
|
if all(base(:,1)==1)
|
|
f = slog(x-1);
|
|
return;
|
|
end
|
|
% Check if user is constructing log(sum(exp(x)))
|
|
if base(1)~=0
|
|
return
|
|
end
|
|
if ~all(base(2:end)==1)
|
|
return
|
|
end
|
|
modelst = yalmip('extstruct',getvariables(x));
|
|
if isempty(modelst)
|
|
return;
|
|
end
|
|
if length(modelst)==1
|
|
models{1} = modelst;
|
|
else
|
|
models = modelst;
|
|
end
|
|
% LOG(DET(X))
|
|
if length(models)==1
|
|
if strcmp(models{1}.fcn,'det_internal')
|
|
n = length(models{1}.arg{1});
|
|
try
|
|
f = logdet(reshape(models{1}.arg{1},sqrt(n),sqrt(n)));
|
|
catch
|
|
end
|
|
return
|
|
end
|
|
end
|
|
% LOG(EXP(x1)+...+EXP(xn))
|
|
for i = 1:length(models)
|
|
if ~strcmp(models{i}.fcn,'exp')
|
|
return
|
|
end
|
|
end
|
|
p = [];
|
|
for i = 1:length(models)
|
|
p = [p;models{i}.arg{1}];
|
|
end
|
|
f = logsumexp(p);
|
|
|