Dynamic-Calibration/utils/YALMIP-master/solvers/callipoptgp.m

function output = callfmincongp(interfacedata)

% Retrieve needed data
options = interfacedata.options;
F_struc = interfacedata.F_struc;
c       = interfacedata.c;
Q       = interfacedata.Q;
K       = interfacedata.K;
x0      = interfacedata.x0;
extended_variables = interfacedata.extended_variables;
ub      = interfacedata.ub;
lb      = interfacedata.lb;
mt      = interfacedata.monomtable;

% *********************************
% What type of variables do we have
% *********************************
linear_variables = find((sum(abs(mt),2)==1) & (any(mt==1,2)));
nonlinear_variables = setdiff((1:size(mt,1))',linear_variables);
sigmonial_variables = find(any(0>mt,2) | any(mt-fix(mt),2));

% Convert to common format for fmincon, mosek and gpposy
ubtemp = ub;
lbtemp = lb;
fixed = find(ub(linear_variables) == lb(linear_variables));
ubtemp(linear_variables(fixed)) = inf;
lbtemp(linear_variables(fixed)) = -inf;
[prob,problem] = yalmip2geometric(options,F_struc,c,Q,K,ubtemp,lbtemp,mt,linear_variables,extended_variables);

%Add equalities for fixed variables
fixed_in_bound = [];
fixed_bound=[];
if ~isempty(fixed)
    if 0
        % Remove variables
        fixfactors = prod(repmat(ub(linear_variables(fixed(:)))',size(prob.A,1),1).^prob.A(:,fixed),2);
        prob.A(:,fixed) = [];
        prob.b = (prob.b) .* fixfactors;
        for j = 1:max(prob.map)
            in_this = find(prob.map == j);
            if ~isempty(in_this)
                constants = find(~any(prob.A(in_this,:),2));
                if ~isempty(constants)
                    prob.b(in_this) = prob.b(in_this)./(1 - sum(prob.b(in_this(constants))));
                end
            end
        end
        fixed_in_bound = linear_variables(fixed);
        fixed_bound = ub(linear_variables(fixed));
        linear_variables(fixed) = [];
        em = find(~any(prob.A,2));
        prob.A(em,:) = [];
        prob.b(em,:) = [];
        nn = max(prob.map);
        prob.map(em,:) = [];
        length(unique(prob.map)) - (nn + 1)
        1;
    else
        prob.G = [prob.G;-sparse(1:length(fixed),fixed,1,length(fixed),length(linear_variables))];
        prob.h = [prob.h;lb(linear_variables(fixed))];
    end
end

%something failed, perhaps a QP
if problem & isempty(sigmonial_variables)
    % This is an LP or QP!
    % Go to standard fmincon
    if options.verbose
        disp('Conversion to geometric program failed. Trying general non-convex model in fmincon');
        disp(' ');
    end
    interfacedata.solver.tag = strrep(interfacedata.solver.tag,'-geometric','');
    output = callipoptmex(interfacedata);
    return
end

if problem == 0
 
    if isempty(x0)
        x0 = zeros(length(linear_variables),1);
    else
        x0 = x0(linear_variables);
    end

    % Fake logarithm (extend linearly for small values)
    ind = find(x0<1e-2);
    x0(ind) = exp(log(1e-2)+(x0(ind)-1e-2)/1e-2);
    x0 = log(x0);

    % Clean up the bounds (from branch and bound)
    % Note, these bounds are in the
    % logarithmic variables.
    if ~isempty(lb)
        lb = lb(linear_variables);
        ind = find(lb<1e-2);
        lb(ind) = exp(log(1e-2)+(lb(ind)-1e-2)/1e-2);
        lb = log(lb+sqrt(eps));
    end
    if ~isempty(ub)
        ub = ub(linear_variables);
        ind = find(ub<1e-2);
        ub(ind) = exp(log(1e-2)+(ub(ind)-1e-2)/1e-2);
        ub = log(ub+sqrt(eps));
    end

    if options.savedebug
        ops = options.fmincon;
        save ipoptgpdebug prob x0 ops lb ub
    end
    
    prob = precalcgpstruct(prob);
 
    Fupp = [repmat(0,size(prob.G,1)+max(prob.map),1);];
    Flow = [repmat(-inf,max(prob.map),1);repmat(0,size(prob.G,1),1)];

    jac_c_constant = 'no';
    jac_d_constant = 'no';

    fields = fieldnames(options.ipopt);
    values = struct2cell(options.ipopt);
    ops = cell(2*length(fields),1);
    for i = 1:length(fields)
        ops{2*i-1} = fields{i};
        ops{2*i} = values{i};
    end
    ops{end+1} = 'print_level';
    ops{end+1} = 3*options.verbose;
    
    % These are needed to avoid recomputation due to ipopts double call to get
    % f and df, and g and dg (not fully done yet in geometric version)
    global latest_x_f
    global latest_x_g
    global latest_df
    global latest_f
    global latest_G
    global latest_g
    latest_G= [];
    latest_g = [];
    latest_x_f = [];
    latest_x_g = [];

    solvertime = tic;
    [xout,lambda,iters] = ipopt(x0,lb,ub,Flow,Fupp,...
        @ipoptgp_callback_f,@ipoptgp_callback_df,@ipoptgp_callback_g,@ipoptgp_callback_dg,'',...
        prob,'',[],...
        'jac_c_constant',jac_c_constant,'jac_d_constant',jac_d_constant,ops{:});
    ssolvertime = toc(solvertime);

    x = zeros(length(c),1);
    x(linear_variables) = exp(xout);
    x(fixed_in_bound) = fixed_bound;

    % No flag supplied!
    problem = 0;

    % Internal format for duals, not supported yet
    D_struc = [];

else
    x = [];
    solvertime = 0;
end

% Internal format for duals (currently not supported in GP)
D_struc = [];

infostr = yalmiperror(problem,interfacedata.solver.tag);

if options.savesolverinput
    solverinput.A = [];
    solverinput.b = [];
    solverinput.Aeq = [];
    solverinput.beq = [];
    solverinput.options = options.fmincon;
else
    solverinput = [];
end

% Save all data from the solver?
if options.savesolveroutput
    solveroutput.x = x;
    solveroutput.fmin = fmin;
    solveroutput.flag = flag;
    solveroutput.output=output;
    solveroutput.lambda=lambda;
else
    solveroutput = [];
end

% Standard interface 
output = createOutputStructure(x,D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);