60 lines
2.0 KiB
Matlab
Executable File
60 lines
2.0 KiB
Matlab
Executable File
function data = datasaver(varargin)
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persistent saved
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if nargin > 3
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saved.savedfunctiondata = varargin{1};
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saved.savedfunctionGradientdata = varargin{2};
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saved.savedfunctionHessiandata = varargin{3};
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saved.savedconstraintdata = varargin{4};
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saved.savedconstraintGradientdata = varargin{5};
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saved.savedconstraintHessiandata = varargin{6};
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saved.m = size(saved.savedconstraintdata.F_struc,1);
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saved.n = length(saved.savedfunctiondata.linearindicies);
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saved.monomials = [];
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saved.x = randn(saved.n,1);
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return
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end
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x = varargin{2};
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if ~isequal(x,saved.x)
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% Recompute the monomial terms for new x
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saved.monomials=ones(1,size(saved.savedfunctiondata.monomtable,2));
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saved.monomials(saved.savedfunctiondata.linearindicies) = x(:)';
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% changed = find(x-saved.x);
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% changed = saved.savedfunctiondata.linearindicies(changed);
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% changedmonomials = find(any(saved.savedfunctiondata.monomtable(saved.savedfunctiondata.nonlinearindicies,changed),2));
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for i = 1:length(saved.savedfunctiondata.nonlinearindicies)
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saved.monomials(saved.savedfunctiondata.nonlinearindicies(i)) = prod(saved.monomials.^saved.savedfunctiondata.monomtable(saved.savedfunctiondata.nonlinearindicies(i),:));
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end
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saved.x = x;
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end
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switch varargin{1}
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case 1
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F = saved.savedfunctiondata.F_struc;
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x = varargin{2};
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case 2
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F = saved.savedfunctionGradientdata.F_struc;
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case 3
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F = saved.savedfunctionHessiandata.F_struc;
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case 4
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if nargin == 2
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% ipopt call
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F = saved.savedconstraintdata.F_struc;
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else
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% pennlp call
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F = saved.savedconstraintdata.F_struc(1+varargin{3},:);
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end
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case 5
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F = saved.savedconstraintGradientdata.F_struc;
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start = 1+(varargin{3}-1)*saved.n;
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F = F(varargin{3}:saved.m:end,:);
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case 6
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F = saved.savedconstraintHessiandata.F_struc;
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F = full(F((varargin{3}-1)+(1:saved.m:saved.m*saved.n^2),:));
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otherwise
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end
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data = (F*[1;saved.monomials(:)]); |