162 lines
4.1 KiB
Matlab
Executable File
162 lines
4.1 KiB
Matlab
Executable File
function output = callsedumi(model)
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% Retrieve needed data
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options = model.options;
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F_struc = model.F_struc;
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c = model.c;
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K = model.K;
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ub = model.ub;
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lb = model.lb;
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% Create the parameter structure
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pars = options.sedumi;
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pars.fid = double(options.verbose);
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% *********************************************
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% Bounded variables converted to constraints
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% N.B. Only happens when caller is BNB
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% *********************************************
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if ~isempty(ub)
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[F_struc,K] = addStructureBounds(F_struc,K,ub,lb);
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end
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% Avoid bug (by design?) in SeDuMi on 1D second order cones
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if any(K.q == 2)
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[F_struc,K] = fix1Dqcone(F_struc,K);
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end
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if options.savedebug
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save sedumidebug F_struc c K pars
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end
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% *********************************************
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% Call SeDuMi
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% *********************************************
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if options.showprogress;showprogress(['Calling ' model.solver.tag],options.showprogress);end
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problem = 0;
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warnState = warning;
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solvertime = tic;
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try
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[x_s,y_s,info] = sedumi(-F_struc(:,2:end),-c,F_struc(:,1),K,pars);
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catch
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if findstr(lasterr,'Out of memory')
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error(lasterr)
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end
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try
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if options.verbose > 0
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disp(' ');
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disp('SeDuMi had unexplained problems, maybe due to linear dependence?')
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disp('YALMIP tweaks the problem (adds 1e6 magnitude bounds on all variables) and restarts...')
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disp(' ');
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end
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% Boring issue in sedumi for trivial problem min x+y, s.t x+y>0
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n = length(c);
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[F_struc,K] = addStructureBounds(F_struc,K,ones(n,1)*1e6,-ones(n,1)*1e6);
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[x_s,y_s,info] = sedumi(-F_struc(:,2:end),-c,F_struc(:,1),K,pars);
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x_s((1:2*n)+K.f)=[];
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K.l=K.l-2*n;
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catch
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disp('Nope, unexplained crash in SeDuMi! (could be memory issues or wrong binary)')
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disp('Make sure you have a recent and compiled version')
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disp(' ')
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disp(' ')
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disp('For better diagnostics, use sdpsettings(''debug'',1)')
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disp(' ')
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disp(' ')
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end
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end
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warning(warnState);
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solvertime = toc(solvertime);
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% Internal format
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Primal = y_s;
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Dual = x_s;
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temp = info.pinf;
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pinf = info.dinf;
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dinf = temp;
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% Check for reported errors
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if (pinf==0) & (dinf==0)
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problem = 0; % No problems
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end
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% We can only report one error, use priorities
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if (problem==0) & (pinf==1)
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problem = 1; % Primal infeasability
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end
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if (problem==0) & (dinf==1)
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problem = 2; % Dual infeasability
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end
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if (problem==0) & (info.numerr==1) | (info.numerr==2)
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problem = 4; %Numerical problems
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end
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if (problem==0) & (info.iter >= options.sedumi.maxiter)
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% Did we need exactly maxiter iterations to find optimum
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if (pinf==0) & (dinf==0) & (info.numerr==0)
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problem = 0; % Yes
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else
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problem = 3; % No, we are not optimal yet
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end
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end
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if (problem==0) & (info.feasratio<0.98)
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problem = 4;
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end
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% Fix for cases not really explained in documentation of sedumi?
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if (abs(info.feasratio+1)<0.1) & (pinf==0) & (dinf==0)
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problem = 1;
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end
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if (abs(info.feasratio+1)<0.1) & (pinf==0) & (dinf==0) & (c'*y_s<-1e10)
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problem = 2;
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end
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infostr = yalmiperror(problem,model.solver.tag);
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% Save ALL data sent to solver
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if options.savesolverinput
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solverinput.A = -F_struc(:,2:end);
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solverinput.c = F_struc(:,1);
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solverinput.b = -c;
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solverinput.K = K;
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solverinput.pars = pars;
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else
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solverinput = [];
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end
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% Save ALL data from the solution?
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if options.savesolveroutput
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solveroutput.x = x_s;
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solveroutput.y = y_s;
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solveroutput.info = info;
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else
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solveroutput = [];
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end
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% Standard interface
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output = createOutputStructure(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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function [new_F_struc,K] = fix1Dqcone(F_struc,K);
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new_F_struc = F_struc(1:(K.l+K.f),:);
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top = K.f + K.l + 1;
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for i = 1:length(K.q)
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if K.q(i) == 2
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new_F_struc = [new_F_struc;F_struc(top,:);F_struc(top+1,:);F_struc(top,:)*0];
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K.q(i) = 3;
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top = top + 2;
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else
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new_F_struc = [new_F_struc;F_struc(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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new_F_struc = [new_F_struc;F_struc(top:end,:)]; |