47 lines
1.0 KiB
Matlab
Executable File
47 lines
1.0 KiB
Matlab
Executable File
function feasible = checkfeasiblefast(p,x,tol)
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feasible = 0;
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if ~(all(x < p.ub+tol) && all(x > p.lb-tol));
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return
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end
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if ~isempty(p.F_struc)
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vecres = p.F_struc*[1;x];
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if p.K.f>0
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if any( -abs(vecres(1:p.K.f)) < - tol)
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return
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end
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end
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if p.K.l>0
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if any(vecres(p.K.f+1:p.K.f+p.K.l) <-tol)
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return
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end
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end
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if p.K.q(1)>0
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top = 1+p.K.f+p.K.l;
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for i = 1:length(p.K.q)
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n = p.K.q(i);
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X = vecres(top:top+n-1);top = top+n;
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if any(X(1)-norm(full(X(2:end))) < -tol)
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return
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end
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end
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end
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if p.K.s(1)>0
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top = 1+p.K.f+p.K.l+sum(p.K.q);
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for i = 1:length(p.K.s)
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n = p.K.s(i);
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X = reshape(vecres(top:top+n^2-1),n,n);top = top+n^2;
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X = (X+X')/2 + tol*eye(n);
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[~,fail] = chol(X);
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if fail%min(real(eig(X))) < -tol
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return
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end
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end
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end
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end
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feasible = 1; |