135 lines
4.0 KiB
Matlab
Executable File
135 lines
4.0 KiB
Matlab
Executable File
%SEDUMI2SDPT3 Internal function, obsolete
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%%*******************************************************************
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%% Converts from SeDuMi format.
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%%
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%% [blk,A,C,b] = sedumi2sdpt3(c,A,b,K)
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%%
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%% Input: fname.mat = name of the file containing SDP data in
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%% SeDuMi format.
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%%
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%% Important note: Sedumi's notation for free variables "K.f"
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%% is coded in SDPT3 as blk{p,1} = 'u', where
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%% "u" is used for unrestricted variables.
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%%
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%% Ripped from:
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%% SDPT3: version 3.0
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%% Copyright (c) 2000 by
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%% K.C. Toh, M.J. Todd, R.H. Tutuncu
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%% Last modified: 2 Feb 01
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%%******************************************************************
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function [blk,Avec,C,b,oldKs] = sedumi2sdpt3(c,A,b,K,smallblkdim)
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if (size(c,1) == 1), c = c'; end;
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if (size(b,1) == 1), b = b'; end;
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if (norm(A,'fro') > 0) & (size(A,2) == length(b)); At = A; end
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if (norm(At,'fro')==0), At = A'; end;
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[nn,mm] = size(At); if (max(size(c)) == 1); c = c*ones(nn,1); end;
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if ~isfield(K,'f'); K.f = 0; end
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if ~isfield(K,'l'); K.l = 0; end
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if ~isfield(K,'q'); K.q = 0; end
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if ~isfield(K,'s'); K.s = 0; end
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if (K.f == 0) | isempty(K.f); K.f = 0; end;
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if (K.l == 0) | isempty(K.l); K.l = 0; end;
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if (sum(K.q) == 0) | isempty(K.q); K.q = 0; end
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if (sum(K.s) == 0) | isempty(K.s); K.s = 0; end
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%%
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%%
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%%
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m = length(b);
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rowidx = 0; idxblk = 0;
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if ~(K.f == 0)
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len = K.f;
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idxblk = idxblk + 1;
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blk{idxblk,1} = 'u'; blk{idxblk,2} = K.f;
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Avec{idxblk,1} = At(rowidx+[1:len],:);
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C{idxblk,1} = c(rowidx+[1:len]);
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rowidx = rowidx + len;
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end
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if ~(K.l == 0)
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len = K.l;
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idxblk = idxblk + 1;
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blk{idxblk,1} = 'l'; blk{idxblk,2} = K.l;
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Avec{idxblk,1} = At(rowidx+[1:len],:);
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C{idxblk,1} = c(rowidx+[1:len]);
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rowidx = rowidx + len;
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end
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if ~(K.q == 0)
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len = sum(K.q);
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idxblk = idxblk + 1;
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blk{idxblk,1} = 'q'; blk{idxblk,2} = K.q;
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Avec{idxblk,1} = At(rowidx+[1:len],:);
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C{idxblk,1} = c(rowidx+[1:len]);
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rowidx = rowidx + len;
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end
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oldKs = [];
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if ~(K.s == 0)
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% Avoid extracting rows!
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At = At';
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smblkdim = smallblkdim;
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blksize = K.s;
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if size(blksize,2) == 1; blksize = blksize'; end
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blknnz = [0 cumsum(blksize.*blksize)];
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deblkidx = find(blksize > smblkdim);
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if ~isempty(deblkidx)
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for p = 1:length(deblkidx)
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idxblk = idxblk + 1;
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n = blksize(deblkidx(p));
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oldKs = [oldKs deblkidx(p)];
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pblk{1,1} = 's'; pblk{1,2} = n;
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blk(idxblk,:) = pblk;
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Atmp = At(:,rowidx+blknnz(deblkidx(p))+[1:n*n])';
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Avec{idxblk,1} = sparse(n*(n+1)/2,m);
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warning_yes = 1;
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if 1
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Avec{idxblk,1} = yalmipsvec(Atmp,n);
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else
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for k = 1:m
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Ak = mexmat(pblk,Atmp(:,k),1);
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Avec{idxblk,1}(:,k) = svec(pblk,Ak,1);
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end
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end
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Ctmp = c(rowidx+blknnz(deblkidx(p))+[1:n*n]);
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Ctmp = mexmat(pblk,Ctmp,1);
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C{idxblk,1} = 0.5*(Ctmp+Ctmp');
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end
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end
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spblkidx = find(blksize <= smblkdim);
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if ~isempty(spblkidx)
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pos = []; len = 0;
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for p = 1:length(spblkidx)
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n = blksize(spblkidx(p));
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oldKs = [oldKs spblkidx(p)];
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len = len + n*(n+1)/2;
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pos = [pos, rowidx+blknnz(spblkidx(p))+[1:n*n]];
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end
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idxblk = idxblk + 1;
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blk{idxblk,1} = 's'; blk{idxblk,2} = blksize(spblkidx);
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Avec{idxblk,1} = sparse(len,m);
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Atmp = At(:,pos)';
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warning_yes = 1;
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for k = 1:m
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Ak = mexmat(blk(idxblk,:),sparse(full(Atmp(:,k))),1);
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Avec{idxblk,1}(:,k) = svec(blk(idxblk,:),Ak,1);
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end
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Ctmp = c(pos);
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Ctmp = mexmat(blk(idxblk,:),Ctmp,1);
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C{idxblk,1} = 0.5*(Ctmp+Ctmp');
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end
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end
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function x = yalmipsvec(X,n)
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Y = reshape(1:n^2,n,n)';
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d = diag(Y);
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Y = tril(Y);
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Y = (Y+Y')-diag(sparse(diag(Y)));
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[uu,oo,pp] = unique(Y(:));
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X = X*sqrt(2);
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X(d,:)=X(d,:)/sqrt(2);
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x = X(uu,:);
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