98 lines
2.0 KiB
Matlab
Executable File
98 lines
2.0 KiB
Matlab
Executable File
function dimacs = computedimacs(b,c,A,xin,y,s,K);
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% COMPUTEDIMACS
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%
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% min <C,X> s.t AX = b, X > 0
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% max b'y s.t S-C+A'y =0, S > 0
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% If no primal exist, fake till later
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if isempty(xin)
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x = c*0;
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else
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x = xin;
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end
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if isempty(s)
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s = c-A'*y;
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end
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xres = inf;
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sres = inf;
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% Not officially defined in DIMACS
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if K.f>0
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sres = -min(norm(s(1:K.f),inf));
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end
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% Errors in linear cone
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if K.l>0
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xres = min(x(1+K.f:K.f+K.l));
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sres = min(s(1+K.f:K.f+K.l));
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end
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% Errors in quadratic cone
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if K.q(1)>0
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top = K.f+K.l;
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for i = 1:length(K.q)
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X = x(1+top:top+K.q(i));
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S = s(1+top:top+K.q(i));
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xres = min(xres,X(1)-norm(X(2:end)));
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sres = min(sres,S(1)-norm(S(2:end)));
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top = top + K.q(i);
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end
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end
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% Errors in semidefinite cone
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if K.s(1)>0
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top = K.f+K.l+K.q+K.r;
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for i = 1:length(K.s)
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X = reshape(x(1+top:top+K.s(i)^2),K.s(i),K.s(i));
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S = reshape(s(1+top:top+K.s(i)^2),K.s(i),K.s(i));
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xres = min(xres,min(eig(full(X))));
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sres = min(sres,min(eig(full(S))));
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top = top + K.s(i)^2;
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end
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end
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err1 = norm(b-A*x)/(1 + norm(b,inf));
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err2 = max(0,-xres)/(1 + norm(b,inf));
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err3 = conenorm(s-(c-A'*y),K)/(1+norm(c,inf));
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%err3 = norm(s-(c-A'*y))/(1+norm(c,inf)); % Used by some solvers
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err4 = max(0,-sres)/(1+max(abs(c)));
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err5 = (c'*x-b'*y)/(1+abs(c'*x)+abs(b'*y));
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err6 = x'*(c-A'*y)/(1+abs(c'*x)+abs(b'*y));
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% No primal was computed
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if isempty(xin)
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err1 = nan;
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err2 = nan;
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err5 = nan;
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err6 = nan;
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end
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dimacs = [err1 err2 err3 err4 err5 err6];
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function t = conenorm(s,K)
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% Implementation of the norm described on
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% http://plato.asu.edu/dimacs/node3.html
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t = 0;
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if K.f + K.l>0
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t = t + norm(s(1:K.f+K.l));
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end
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top = 1+K.f+K.l;
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if K.q(1)>0
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for i = 1:length(K.q)
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t = t + norm(s(top:top+K.q(i)-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 K.s(1)>0
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for i = 1:length(K.s)
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S = reshape(s(top:top+K.s(i)^2-1),K.s(i),K.s(i));
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t = t + norm(S,'fro');
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top = top + K.s(i)^2;
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end
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end |