Dynamic-Calibration/utils/SDPT3-4.0/Solver/Oldmfiles/sqlpmiscold.m

157 lines
4.9 KiB
Matlab
Executable File

%%*****************************************************************************
%% misc:
%% unscale and produce infeasibility certificates if appropriate
%%
%%*****************************************************************************
function [X,y,Z,Xiter,yiter,Ziter,resid,reldist,param] = misc(blk,At,C,b,X,y,Z,permZ,param);
global printlevel
obj = param.obj;
rel_gap = param.rel_gap;
prim_infeas = param.prim_infeas;
dual_infeas = param.dual_infeas;
ZpATynorm = param.ZpATynorm;
inftol = param.inftol;
normA = param.normA;
normC = param.normC;
normb = param.normb;
keepiter = param.keepiter;
m0 = param.m0;
indeprows = param.indeprows;
termcode = param.termcode;
AX = param.AX;
scale_data = param.scale_data;
normX0 = param.normX0;
normZ0 = param.normZ0;
%%
if (~keepiter); Xiter = []; yiter = []; Ziter = []; end
resid = []; reldist = [];
%%
Anorm = ops(At,'norm'); xnorm = ops(X,'norm'); ynorm = norm(y);
infeas_meas = max(prim_infeas,dual_infeas);
if (termcode <= 0)
%%
%% To detect near-infeasibility when the algorithm provides
%% a "better" certificate of infeasibility than of optimality.
%%
err = max(infeas_meas,rel_gap);
iflag = 0;
if (obj(2) > 0)
homRd = ZpATynorm/(obj(2)/(normb*normC));
if (homRd < sqrt(err*inftol))
iflag = 1;
if (printlevel);
fprintf('\n prim_inf,dual_inf,rel_gap = %3.2e, %3.2e, %3.2e',...
prim_infeas,dual_infeas,rel_gap);
end
termcode = 1;
param.termcode = 1;
end
elseif (obj(1) < 0)
homrp = norm(AX)/(-obj(1)/(normb*normC));
if (homrp < sqrt(err*inftol))
if (printlevel);
fprintf('\n prim_inf,dual_inf,rel_gap = %3.2e, %3.2e, %3.2e',...
prim_infeas,dual_infeas,rel_gap);
end
iflag = 1;
termcode = 2;
param.termcode = 2;
end
end
if (iflag == 0)
if (scale_data == 1)
X = ops(normb,'*',X); y = normC*y./normA; Z = ops(normC,'*',Z);
end
if (keepiter); Xiter = X; yiter = y; Ziter = Z; end;
end
end
if (termcode == 1)
if (printlevel);
fprintf('\n Stop: primal problem is suspected of being infeasible');
end
if (scale_data == 1)
b = normb*b; b = b.*normA; y = y./normA;
X = ops(normb,'*',X);
if (keepiter)
yiter = normC*y; Ziter = ops(normC,'*',Z); Xiter = X;
end
else
if (keepiter); Xiter = X; yiter = y; Ziter = Z; end;
end
rby = 1/(b'*y); y = rby*y; Z = ops(Z,'*',rby);
resid = ZpATynorm * rby;
reldist = ZpATynorm/(Anorm*ynorm);
end
if (termcode == 2)
if (printlevel);
fprintf('\n Stop: dual problem is suspected of being infeasible');
end
if (scale_data == 1)
C = ops(C,'*',normC);
y = normC*y./normA; Z = ops(normC,'*',Z);
if (keepiter)
Xiter = ops(normb,'*',X); yiter = y; Ziter = Z;
end
else
if (keepiter); Xiter = X; yiter = y; Ziter = Z; end;
end
tCX = blktrace(blk,C,X);
X = ops(X,'*',1/(-tCX));
resid = norm(normA.*AX)/(-tCX);
reldist = norm(AX)/(Anorm*xnorm);
end
if (termcode == 3)
maxblowup = max(ops(X,'norm')/normX0,ops(Z,'norm')/normZ0);
if (printlevel)
fprintf('\n Stop: primal or dual is diverging, %3.1e',maxblowup);
end
end
if (keepiter)
[X,Z,Xiter,Ziter] = unperm(blk,permZ,X,Z,Xiter,Ziter);
else
[X,Z] = unperm(blk,permZ,X,Z);
end
if ~isempty(indeprows)
ytmp = zeros(m0,1);
ytmp(indeprows) = y;
y = ytmp;
if (keepiter)
ytmp = zeros(m0,1);
ytmp(indeprows) = yiter;
yiter = ytmp;
end
end
%%*****************************************************************************
%% unperm: undo the permutations applied in validate.
%%
%% [X,Z,Xiter,Ziter] = unperm(blk,permZ,X,Z,Xiter,Ziter);
%%
%% undoes the permutation introduced in validate.
%% can also be called if Xiter and Ziter have not been set as
%%
%% [X,Z] = unperm(blk,permZ,X,Z);
%%
%% SDPT3: version 3.0
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last modified: 2 Feb 01
%%*****************************************************************************
function [X,Z,Xiter,Ziter] = unperm(blk,permZ,X,Z,Xiter,Ziter);
%%
for p = 1:size(blk,1)
if (strcmp(blk{p,1},'s') & ~isempty(permZ{p}))
per = permZ{p};
X{p} = X{p}(per,per);
Z{p} = Z{p}(per,per);
if (nargin >= 5)
Xiter{p} = Xiter{p}(per,per);
Ziter{p} = Ziter{p}(per,per);
end
end
end
%%*****************************************************************************