130 lines
4.3 KiB
Matlab
Executable File
130 lines
4.3 KiB
Matlab
Executable File
%%*****************************************************************
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%% sqlpmisc:
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%% unscale and produce infeasibility certificates if appropriate
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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 [X,y,Z,termcode,resid,reldist,msg] = sqlpmisc(blk,At,C,b,X,y,Z,permZ,param)
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termcode = param.termcode;
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iter = param.iter;
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obj = param.obj;
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relgap = param.relgap;
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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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AX = param.AX;
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ZpATynorm = param.ZpATynorm;
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m0 = param.m0;
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indeprows = param.indeprows;
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normX0 = param.normX0;
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normZ0 = param.normZ0;
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inftol = param.inftol;
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maxit = param.maxit;
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scale_data = param.scale_data;
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printlevel = param.printlevel;
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%%
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resid = []; reldist = []; msg = [];
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if (scale_data)
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normA = param.normA; normC = param.normC; normb = param.normb;
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else
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normA = 1; normC = 1; normb = 1;
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end
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Anorm = ops(At,'norm'); xnorm = ops(X,'norm'); ynorm = norm(y);
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infeas = max(prim_infeas,dual_infeas);
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%%
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if (iter >= maxit)
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termcode = -6;
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msg = 'sqlp stop: maximum number of iterations reached';
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if (printlevel); fprintf('\n %s',msg); end
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end
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if (termcode <= 0)
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%%
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%% To detect near-infeasibility when the algorithm provides
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%% a "better" certificate of infeasibility than of optimality.
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%%
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err = max(infeas,relgap);
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iflag = 0;
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if (obj(2) > 0)
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if (homRd < 0.1*sqrt(err*inftol))
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iflag = 1;
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msg = sprintf('prim_inf,dual_inf,relgap = %3.2e, %3.2e, %3.2e',...
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prim_infeas,dual_infeas,relgap);
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if (printlevel); fprintf('\n %s',msg); end
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termcode = 1;
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end
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end
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if (obj(1) < 0)
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if (homrp < 0.1*sqrt(err*inftol))
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iflag = 1;
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msg = sprintf('prim_inf,dual_inf,relgap = %3.2e, %3.2e, %3.2e',...
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prim_infeas,dual_infeas,relgap);
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if (printlevel); fprintf('\n %s',msg); end
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termcode = 2;
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end
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end
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if (iflag == 0)
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if (scale_data == 1)
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X = ops(ops(X,'./',normA),'*',normb);
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y = y*normC;
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Z = ops(ops(Z,'.*',normA),'*',normC);
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end
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end
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end
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if (termcode == 1) & (iter > 3)
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msg = 'sqlp stop: primal problem is suspected of being infeasible';
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if (printlevel); fprintf('\n %s',msg); end
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if (scale_data == 1)
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X = ops(X,'./',normA); b = b*normb;
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end
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rby = 1/(b'*y); y = rby*y; Z = ops(Z,'*',rby);
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resid = ZpATynorm * rby;
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reldist = ZpATynorm/(Anorm*ynorm);
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end
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if (termcode == 2) & (iter > 3)
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msg = 'sqlp stop: dual problem is suspected of being infeasible';
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if (printlevel); fprintf('\n %s',msg); end
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if (scale_data == 1)
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C = ops(C,'.*',normC);
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Z = ops(Z,'.*',normA);
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end
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tCX = blktrace(blk,C,X);
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X = ops(X,'*',1/(-tCX));
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resid = norm(AX)/(-tCX);
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reldist = norm(AX)/(Anorm*xnorm);
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end
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if (termcode == 3)
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maxblowup = max(ops(X,'norm')/normX0,ops(Z,'norm')/normZ0);
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msg = sprintf('sqlp stop: primal or dual is diverging, %3.1e',maxblowup);
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if (printlevel); fprintf('\n %s',msg); end
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end
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[X,Z] = unperm(blk,permZ,X,Z);
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if ~isempty(indeprows)
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ytmp = zeros(m0,1);
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ytmp(indeprows) = y;
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y = ytmp;
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end
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%%*****************************************************************************
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%% unperm: undo the permutations applied in validate.
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%%
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%% [X,Z] = unperm(blk,permZ,X,Z);
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%%
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%% undoes the permutation introduced in validate.
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%%*****************************************************************************
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function [X,Z] = unperm(blk,permZ,X,Z)
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%%
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for p = 1:size(blk,1)
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if (strcmp(blk{p,1},'s') & ~isempty(permZ{p}))
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per = permZ{p};
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X{p} = X{p}(per,per);
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Z{p} = Z{p}(per,per);
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end
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end
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%%*****************************************************************************
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