91 lines
3.1 KiB
Matlab
Executable File
91 lines
3.1 KiB
Matlab
Executable File
%%*******************************************************************
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%% detect_ublk: search for implied free variables in linear
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%% block.
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%% [blk2,At2,C2,ublkinfo] = detect_ublk(blk,At,C);
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%%
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%% i1,i2: indices corresponding to splitting of unrestricted varaibles
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%% i3 : remaining indices in the linear block
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%%*****************************************************************
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%% SDPT3: version 4.0
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%% Copyright (c) 1997 by
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%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%*****************************************************************
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function [blk2,At2,C2,ublkinfo,parbarrier2,X2,Z2] = ...
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detect_ublk(blk,At,C,parbarrier,X,Z,printlevel);
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if (nargin < 7); printlevel = 1; end
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blk2 = blk; At2 = At; C2 = C;
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if (nargin >= 6)
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parbarrier2 = parbarrier;
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X2 = X; Z2 = Z;
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else
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X2 = []; Z2 = [];
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end
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numblk = size(blk,1);
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ublkinfo = cell(size(blk,1),3);
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tol = 1e-14;
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%%
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numblknew = numblk;
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%%
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for p = 1:numblk
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pblk = blk(p,:);
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m = size(At{p},2);
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if strcmp(pblk{1},'l')
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r = randmat(1,m,0,'n');
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stime = cputime;
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Ap = At{p}'; Cp = C{p};
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ApTr = (r*Ap)';
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[dummy,II] = intersect(ApTr,-ApTr);
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if ~isempty(II)
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[tmp,perm] = sort(abs(ApTr(II)));
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idx0 = find(diff(tmp) < tol);
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i1 = II(perm(idx0));
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i2 = II(perm(idx0+1));
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n = pblk{2};
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Api1 = Ap(:,i1);
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Api2 = Ap(:,i2);
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Cpi1 = Cp(i1)';
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Cpi2 = Cp(i2)';
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if ~isempty(i1)
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idxzr = find(abs(Cpi1+Cpi2) < tol & sum(abs(Api1+Api2),1) < tol);
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else
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idxzr = [];
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end
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if ~isempty(idxzr)
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i1 = i1(idxzr');
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i2 = i2(idxzr');
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blk2{p,1} = 'u';
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blk2{p,2} = length(i1);
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At2{p} = Ap(:,i1)';
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C2{p} = Cp(i1);
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if (printlevel)
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fprintf('\n %1.0d linear variables from unrestricted variable.\n',...
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2*length(i1));
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end
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if (nargin >= 6)
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parbarrier2{p} = parbarrier{p}(i1);
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X2{p} = X{p}(i1)-X{p}(i2);
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Z2{p} = zeros(length(i1),1);
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end
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i3 = setdiff([1:n],union(i1,i2));
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if ~isempty(i3)
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numblknew = numblknew + 1;
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blk2{numblknew,1} = 'l';
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blk2{numblknew,2} = length(i3);
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At2{numblknew,1} = Ap(:,i3)';
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C2{numblknew,1} = Cp(i3);
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if (nargin >= 6)
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parbarrier2{numblknew,1} = parbarrier{p}(i3);
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X2{numblknew,1} = X{p}(i3); Z2{numblknew,1} = Z{p}(i3);
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end
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end
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ublkinfo{p,1} = i1; ublkinfo{p,2} = i2; ublkinfo{p,3} = i3;
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end
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end
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end
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end
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%%*******************************************************************
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