147 lines
5.9 KiB
Matlab
Executable File
147 lines
5.9 KiB
Matlab
Executable File
%%**************************************************************************************
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%% sqlpcheckconvg: check convergence.
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%%
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%% SDPT3: version 3.1
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%% Copyright (c) 1997 by
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%% K.C. Toh, M.J. Todd, R.H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%**************************************************************************************
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function [param,termcode,breakyes,restart] = sqlpcheckconvg(param,runhist);
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iter = param.iter;
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obj = param.obj;
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rel_gap = param.rel_gap;
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gap = param.gap;
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mu = param.mu;
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prim_infeas = param.prim_infeas;
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dual_infeas = param.dual_infeas;
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homRd = param.homRd;
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homrp = param.homrp;
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normX = param.normX;
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normZ = param.normZ;
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termcode = param.termcode;
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stoplevel = param.stoplevel;
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prim_infeas_bad = param.prim_infeas_bad;
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prim_infeas_min = min(param.prim_infeas_min, prim_infeas);
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normX0 = param.normX0;
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normZ0 = param.normZ0;
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gaptol = param.gaptol;
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inftol = param.inftol;
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printlevel = param.printlevel;
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restart = 0;
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breakyes = 0;
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infeas_meas = max(prim_infeas,dual_infeas);
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%%
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if (normX > 1e15*normX0 | normZ > 1e15*normZ0)
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termcode = 3;
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breakyes = 1;
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end
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if (homRd < max(inftol,1e-13))
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termcode = 1;
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breakyes = 1;
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end
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if (homrp < max(inftol,1e-13))
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termcode = 2;
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breakyes = 1;
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end
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if (stoplevel)
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prim_infeas_bad = prim_infeas_bad + (prim_infeas > ...
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max(1e-10,prim_infeas_min) & (prim_infeas_min < 1e-2));
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if (mu < 1e-8)
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idx = [max(1,iter-1): iter];
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elseif (mu < 1e-4);
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idx = [max(1,iter-2): iter];
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else
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idx = [max(1,iter-3): iter];
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end
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idx2 = [max(1,iter-4): iter];
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gap_ratio2 = runhist.gap(idx2+1)./runhist.gap(idx2);
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gap_slowrate = min(0.8,max(0.6,2*mean(gap_ratio2)));
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gap_ratio = runhist.gap(idx+1)./runhist.gap(idx);
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if (infeas_meas < 1e-4 | prim_infeas_bad) & (infeas_meas < 1e-2 & rel_gap < 5e-3) ...
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& (iter > 20)
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gap_slow = all(gap_ratio > gap_slowrate) & (rel_gap < 5e-3);
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if (rel_gap < max(0.2*prim_infeas,1e-2*dual_infeas)) & (runhist.step(iter+1) < 0.5)
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if (printlevel); fprintf('\n sqlp stop: relative gap < infeasibility.'); end
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termcode = -1;
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breakyes = 1;
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elseif (gap_slow)
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if (printlevel); fprintf('\n sqlp stop: progress is too slow.'); end
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termcode = -5;
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breakyes = 1;
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end
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elseif (prim_infeas_bad) & (iter >50) & all(gap_ratio > gap_slowrate)
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if (printlevel); fprintf('\n sqlp stop: progress is bad.'); end
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termcode = -5;
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breakyes = 1;
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elseif (infeas_meas < 1e-8) & (gap > 1.2*mean(runhist.gap(idx))) & (rel_gap < 5e-3)
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if (printlevel); fprintf('\n sqlp stop: progress is bad.'); end
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termcode = -5;
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breakyes = 1;
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end
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if (max(runhist.infeas) > 1e-4) & (min(runhist.infeas) < 1e-4 | prim_infeas_bad)
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rel_gap2 = abs(diff(obj))/(1+sum(abs(obj)));
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if (rel_gap2 < 1e-3);
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step_short = all(runhist.step([iter:iter+1]) < 0.05) ;
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elseif (rel_gap2 < 1)
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idx = [max(1,iter-3): iter+1];
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step_short = all(runhist.step(idx) < 0.03);
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else
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step_short = 0;
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end
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if (step_short)
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if (printlevel); fprintf('\n sqlp stop: steps too short consecutively'); end
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termcode = -5;
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breakyes = 1;
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end
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end
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if (iter > 20) & (infeas_meas > 1e-4) & all(runhist.step([iter-3:iter]) > 0.1) ...
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& (runhist.pinfeas(iter+1) > 100*prod(1.1-runhist.step([iter-3:iter]))*runhist.pinfeas(iter-3))
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%%if (printlevel); fprintf('\n sqlp stop: lack of progress'); end
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%%termcode = -5;
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%%breakyes = 1;
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end
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if (iter > 3 & iter < 20) & (max(runhist.step(max(1,iter-3):iter+1)) < 1e-3) ...
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& (infeas_meas > 1) & (min(homrp,homRd) > 1000*inftol)
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if (stoplevel == 2)
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if (printlevel)
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fprintf('\n *** Too many tiny steps, advisable to restart sqlp');
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fprintf(' with the following iterate.')
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fprintf('\n *** Suggestion: [X0,y0,Z0] = infeaspt(blk,At,C,b,2,1e5);');
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fprintf('\n sqlp stop: steps too short consecutively');
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end
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termcode = -5;
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breakyes = 1;
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elseif (stoplevel == 3)
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if (printlevel)
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fprintf('\n *** Too many tiny steps even')
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fprintf(' after restarting sqlp');
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fprintf('\n sqlp stop: steps too short consecutively');
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end
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termcode = -5;
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breakyes = 1;
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else
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if (printlevel)
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fprintf('\n *** Too many tiny steps:')
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fprintf(' restarting sqlp with the following iterate.')
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fprintf('\n *** [X,y,Z] = infeaspt(blk,At,C,b,2,1e5);');
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end
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prim_infeas_min = 1e20;
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restart = 1;
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end
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end
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end
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if (max(rel_gap,infeas_meas) < gaptol)
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if (printlevel)
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fprintf('\n sqlp stop: max(relative gap, infeasibilities) < %3.2e',gaptol);
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end
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termcode = 0;
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breakyes = 1;
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end
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%%
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%%
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param.prim_infeas_bad = prim_infeas_bad;
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param.prim_infeas_min = prim_infeas_min;
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%%**************************************************************************************
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