143 lines
5.0 KiB
Matlab
Executable File
143 lines
5.0 KiB
Matlab
Executable File
function p = convert_perspective_log(p)
|
|
|
|
p.kept = 1:length(p.c);
|
|
if isempty(p.evalMap)
|
|
return
|
|
end
|
|
|
|
if ~any(p.variabletype == 4)
|
|
return
|
|
end
|
|
|
|
variableIndex = [];
|
|
for i=1:length(p.evalMap)
|
|
variableIndex = [variableIndex p.evalMap{i}.variableIndex];
|
|
end
|
|
|
|
removable = [];
|
|
for i = 1:length(p.evalMap)
|
|
if strcmp(p.evalMap{i}.fcn,'log')
|
|
argument = p.evalMap{i}.variableIndex;
|
|
if length(argument) == 1
|
|
if p.variabletype(argument)==4
|
|
monoms = p.monomtable(argument,:);
|
|
if nnz(monoms) == 2
|
|
k = find(monoms);
|
|
p1 = monoms(k(1));
|
|
p2 = monoms(k(2));
|
|
if isequal(sort([p1 p2]) , [-1 1])
|
|
if p2>p1
|
|
x = k(2);
|
|
y = k(1);
|
|
else
|
|
x = k(1);
|
|
y = k(2);
|
|
end
|
|
% Ok, so we have log(x/y)
|
|
% is this multiplied by x somewhere
|
|
logxy = p.evalMap{i}.computes;
|
|
enters_in = find(p.monomtable(:,logxy));
|
|
other = setdiff(enters_in,p.evalMap{i}.computes);
|
|
if length(nnz(other)) == 1
|
|
monomsxlog = p.monomtable(other,:);
|
|
if nnz(monomsxlog) == 2 & (monomsxlog(x) == 1)
|
|
% Hey, x*log(x/y)!
|
|
% we change this monomial variable to a
|
|
% callback variable
|
|
p.evalMap{i}.fcn = 'negated_perspective_log';
|
|
p.evalMap{i}.arg{1} = recover([x;y]);
|
|
p.evalMap{i}.arg{2} = [];
|
|
p.evalMap{i}.variableIndex = [x y];
|
|
p.evalMap{i}.computes = other;
|
|
p.evalMap{i}.properties.bounds = @nplog_bounds;
|
|
p.evalMap{i}.properties.convexhull = @nplog_convexhull;
|
|
p.evalMap{i}.properties.derivative = @nplog_derivative;
|
|
p.evalMap{i}.properties.inverse = [];
|
|
p.variabletype(other) = 0;
|
|
p.monomtable(other,:) = 0;
|
|
p.monomtable(other,other) = 1;
|
|
p.evalVariables(i) = other;
|
|
% Figure out if x/y can be removed
|
|
% This is possible if the x/y term never is
|
|
% used besides inside the log term
|
|
if nnz(p.F_struc(:,1+argument)) == 1 & p.c(argument) == 0 & nnz(argument == variableIndex) == 1
|
|
removable = [removable argument];
|
|
end
|
|
end
|
|
end
|
|
end
|
|
end
|
|
end
|
|
end
|
|
end
|
|
end
|
|
kept = 1:length(p.c);
|
|
kept = setdiff(kept,removable);
|
|
aux_used = zeros(1,length(p.c));
|
|
aux_used(p.aux_variables) = 1;
|
|
aux_used(removable)=[];
|
|
p.aux_variables = find(aux_used);
|
|
if length(removable) > 0
|
|
kept = 1:length(p.c);
|
|
kept = setdiff(kept,removable);
|
|
[ii,jj,kk] = find(p.F_struc(:,1+removable));
|
|
p.F_struc(:,1+removable) = [];
|
|
p.F_struc(ii,:) = [];
|
|
p.K.l = p.K.l - length(removable);
|
|
p.c(removable) = [];
|
|
p.Q(removable,:) = [];
|
|
p.Q(:,removable) = [];
|
|
p.variabletype(removable) = [];
|
|
p.monomtable(:,removable) = [];
|
|
p.monomtable(removable,:) = [];
|
|
for i = 1:length(p.evalVariables)
|
|
p.evalVariables(i) = find(p.evalVariables(i) == kept);
|
|
for j = 1:length(p.evalMap{i}.variableIndex)
|
|
p.evalMap{i}.variableIndex(j) = find(p.evalMap{i}.variableIndex(j) == kept);
|
|
end
|
|
for j = 1:length(p.evalMap{i}.computes)
|
|
p.evalMap{i}.computes(j) = find(p.evalMap{i}.computes(j) == kept);
|
|
end
|
|
end
|
|
p.lb(removable) = [];
|
|
p.ub(removable) = [];
|
|
p.used_variables(removable) = [];
|
|
end
|
|
|
|
function dp = nplog_derivative(x)
|
|
dp = [log(x(1)/x(2)) + 1;-x(1)/x(2)];
|
|
|
|
function [L,U] = nplog_bounds(xL,xU)
|
|
xU(isinf(xU)) = 1e12;
|
|
x1 = xL(1)*log(xL(1)/xL(2));
|
|
x2 = xU(1)*log(xU(1)/xL(2));
|
|
x3 = xL(1)*log(xL(1)/xU(2));
|
|
x4 = xU(1)*log(xU(1)/xU(2));
|
|
U = max([x1 x2 x3 x4]);
|
|
if (exp(-1)*xU(2) > xL(1)) & (exp(-1)*xU(2) < xU(1))
|
|
L = -exp(-1)*xU(2);
|
|
else
|
|
L = min([x1 x2 x3 x4]);
|
|
end
|
|
|
|
function [Ax,Ay,b] = nplog_convexhull(xL,xU);
|
|
|
|
x1 = [xL(1);xL(2)];
|
|
x2 = [xU(1);xL(2)];
|
|
x3 = [xL(1);xU(2)];
|
|
x4 = [xU(1);xU(2)];
|
|
x5 = (xL+xU)/2;
|
|
|
|
f1 = negated_perspective_log(x1);
|
|
f2 = negated_perspective_log(x2);
|
|
f3 = negated_perspective_log(x3);
|
|
f4 = negated_perspective_log(x4);
|
|
f5 = negated_perspective_log(x5);
|
|
|
|
df1 = nplog_derivative(x1);
|
|
df2 = nplog_derivative(x2);
|
|
df3 = nplog_derivative(x3);
|
|
df4 = nplog_derivative(x4);
|
|
df5 = nplog_derivative(x5);
|
|
|
|
[Ax,Ay,b] = convexhullConvex2D(x1,f1,df1,x2,f2,df2,x3,f3,df3,x4,f4,df4,x5,f5,df5); |