175 lines
7.0 KiB
Matlab
Executable File
175 lines
7.0 KiB
Matlab
Executable File
%%*****************************************************************
|
|
%% HSDsqlpcheckconvg: check convergence.
|
|
%%
|
|
%% ZpATynorm, AX, normX, normZ are with respect to the
|
|
%% original variables, not the HSD variables.
|
|
%%*****************************************************************
|
|
%% SDPT3: version 4.0
|
|
%% Copyright (c) 1997 by
|
|
%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
|
|
%% Last Modified: 16 Sep 2004
|
|
%%*****************************************************************
|
|
|
|
function [param,breakyes,use_olditer,msg] = HSDsqlpcheckconvg(param,runhist)
|
|
|
|
termcode = param.termcode;
|
|
iter = param.iter;
|
|
obj = param.obj;
|
|
relgap = param.relgap;
|
|
gap = param.gap;
|
|
prim_infeas = param.prim_infeas;
|
|
dual_infeas = param.dual_infeas;
|
|
mu = param.mu;
|
|
prim_infeas_bad = param.prim_infeas_bad;
|
|
dual_infeas_bad = param.dual_infeas_bad;
|
|
printlevel = param.printlevel;
|
|
stoplevel = param.stoplevel;
|
|
inftol = param.inftol;
|
|
gaptol = param.gaptol;
|
|
kap = param.kap;
|
|
tau = param.tau;
|
|
theta = param.theta;
|
|
breakyes = 0;
|
|
use_olditer = 0;
|
|
msg = [];
|
|
infeas = max(prim_infeas,dual_infeas);
|
|
prim_infeas_min = min(param.prim_infeas_min, max(prim_infeas,1e-10));
|
|
dual_infeas_min = min(param.dual_infeas_min, max(dual_infeas,1e-10));
|
|
%%
|
|
err = max(infeas,relgap);
|
|
if (obj(2) > 0); homRd = param.ZpATynorm/obj(2); else; homRd = inf; end
|
|
if (obj(1) < 0); homrp = norm(param.AX)/(-obj(1)); else; homrp = inf; end
|
|
if (param.normX > 1e15*max(1,param.normX0)) | (param.normZ > 1e15*max(1,param.normZ0))
|
|
termcode = 3;
|
|
breakyes = 1;
|
|
end
|
|
if (homRd < min(1e-6,1e-2*sqrt(err*inftol)) & (tau < 1e-4) ...
|
|
& prim_infeas > 0.5*runhist.pinfeas(iter)) ...
|
|
| (homRd < 10*tau & tau < 1e-7)
|
|
termcode = 1;
|
|
breakyes = 1;
|
|
end
|
|
if (homrp < min(1e-6,1e-2*sqrt(err*inftol)) & (tau < 1e-4) ...
|
|
& dual_infeas > 0.5*runhist.dinfeas(iter)) ...
|
|
| (homrp < 10*tau & tau < 1e-7)
|
|
termcode = 2;
|
|
breakyes = 1;
|
|
end
|
|
if (err < gaptol)
|
|
msg = sprintf('Stop: max(relative gap,infeasibilities) < %3.2e',gaptol);
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = 0;
|
|
breakyes = 1;
|
|
end
|
|
min_prim_infeas = min(runhist.pinfeas(1:iter));
|
|
prim_infeas_bad = prim_infeas_bad + (prim_infeas > ...
|
|
max(1e-10,5*min_prim_infeas) & (min_prim_infeas < 1e-2));
|
|
if (mu < 1e-6)
|
|
idx = [max(1,iter-1): iter];
|
|
elseif (mu < 1e-3);
|
|
idx = [max(1,iter-2): iter];
|
|
else
|
|
idx = [max(1,iter-3): iter];
|
|
end
|
|
idx2 = [max(1,iter-4): iter];
|
|
gap_ratio2 = runhist.gap(idx2+1)./runhist.gap(idx2);
|
|
gap_slowrate = min(0.8,max(0.6,2*mean(gap_ratio2)));
|
|
gap_ratio = runhist.gap(idx+1)./runhist.gap(idx);
|
|
pstep = runhist.step(iter+1);
|
|
if (infeas < 1e-4 | prim_infeas_bad) & (relgap < 1e-3) ...
|
|
& (iter > 5) & (prim_infeas > (1-pstep/2)*runhist.pinfeas(iter))
|
|
gap_slow = all(gap_ratio > gap_slowrate) & (relgap < 1e-3);
|
|
min_pinfeas = min(runhist.pinfeas);
|
|
if (relgap < 0.1*infeas) ...
|
|
& ((runhist.step(iter+1) < 0.5) | (min_pinfeas < min(1e-6,0.1*prim_infeas))) ...
|
|
& (dual_infeas > 0.9*runhist.dinfeas(iter) | (dual_infeas < 1e-2*gaptol))
|
|
msg = 'Stop: relative gap < infeasibility';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -1;
|
|
breakyes = 1;
|
|
elseif (gap_slow) & (infeas > 0.9*runhist.infeas(iter)) ...
|
|
& (theta < 1e-8)
|
|
msg = 'Stop: progress is too slow';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
end
|
|
elseif (prim_infeas_bad) & (iter >50) & all(gap_ratio > gap_slowrate)
|
|
msg = 'Stop: progress is bad';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
elseif (infeas < 1e-8) & (gap > 1.2*mean(runhist.gap(idx)))
|
|
msg = 'Stop: progress is bad*';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
end
|
|
if (err < 1e-3) & (iter > 10) ...
|
|
& (runhist.pinfeas(iter+1) > 0.9*runhist.pinfeas(max(1,iter-5))) ...
|
|
& (runhist.dinfeas(iter+1) > 0.9*runhist.dinfeas(max(1,iter-5))) ...
|
|
& (runhist.relgap(iter+1) > 0.1*runhist.relgap(max(1,iter-5)));
|
|
msg = 'Stop: progress is bad**';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
end
|
|
if (infeas > 100*max(1e-12,min(runhist.infeas)) & relgap < 1e-4)
|
|
msg = 'Stop: infeas has deteriorated too much';
|
|
if (printlevel); fprintf('\n %s, %3.1e',msg,infeas); end
|
|
use_olditer = 1;
|
|
termcode = -7;
|
|
breakyes = 1;
|
|
end
|
|
if (min(runhist.infeas) < 1e-4 | prim_infeas_bad) ...
|
|
& (max(runhist.infeas) > 1e-4) & (iter > 5)
|
|
relgap2 = abs(diff(obj))/(1+mean(abs(obj)));
|
|
if (relgap2 < 1e-3);
|
|
step_short = all(runhist.step([iter:iter+1]) < 0.1) ;
|
|
elseif (relgap2 < 1)
|
|
idx = [max(1,iter-3): iter+1];
|
|
step_short = all(runhist.step(idx) < 0.05);
|
|
else
|
|
step_short = 0;
|
|
end
|
|
if (step_short)
|
|
msg = 'Stop: steps too short consecutively';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
end
|
|
end
|
|
if (iter > 3 & iter < 20) & (max(runhist.step(max(1,iter-3):iter+1)) < 1e-3) ...
|
|
& (infeas > 1) & (min(homrp,homRd) > 1000*inftol)
|
|
if (stoplevel >= 2)
|
|
msg = 'Stop: steps too short consecutively';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
end
|
|
end
|
|
if (pstep < 1e-4) & (err > 1.1*max(runhist.relgap(iter),runhist.infeas(iter)))
|
|
msg = 'Stop: steps are too short';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
use_olditer = 1;
|
|
termcode = -5;
|
|
breakyes = 1;
|
|
end
|
|
if (iter == param.maxit)
|
|
termcode = -6;
|
|
msg = 'Stop: maximum number of iterations reached';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
end
|
|
if (infeas < 1e-8 & relgap < 1e-10 & kap < 1e-13 & theta < 1e-15)
|
|
msg = 'Stop: obtained accurate solution';
|
|
if (printlevel); fprintf('\n %s',msg); end
|
|
termcode = 0;
|
|
breakyes = 1;
|
|
end
|
|
param.prim_infeas_bad = prim_infeas_bad;
|
|
param.prim_infeas_min = prim_infeas_min;
|
|
param.dual_infeas_bad = dual_infeas_bad;
|
|
param.dual_infeas_min = dual_infeas_min;
|
|
param.termcode = termcode;
|
|
%%*****************************************************************************
|