148 lines
3.8 KiB
Matlab
Executable File
148 lines
3.8 KiB
Matlab
Executable File
function output = callsnopt(model)
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% Build trees etc. This common format is used for fmincon, snopt and ipopt
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% interfaces
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model = yalmip2nonlinearsolver(model);
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if ~model.derivative_available
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disp('Derivate-free call to snopt not yet implemented')
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error('Derivate-free call to snopt not yet implemented')
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end
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% Figure out which variables are artificially introduced to normalize
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% arguments in callback operators to simplify chain rules etc. We can do
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% our function evaluations and gradient computations in our lifted world,
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% but only expose the model in the original variables to the nonlinear
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% solver.
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% model = compressLifted(model);
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if model.options.savedebug
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save snoptdebug model
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end
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showprogress('Calling SNOPT',model.options.showprogress);
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x0 = model.x0;
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solveopt = 1;
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xlow = model.lb;
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xupp = model.ub;
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xmul = zeros(length(xupp),1);
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xstate = zeros(length(xupp),1);
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Fupp = [ inf;
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repmat(0,length(model.bnonlinineq),1);
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repmat(0,nnz(model.K.q),1);
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repmat(0,length(model.bnonlineq),1);
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repmat(0,length(model.b),1);
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repmat(0,length(model.beq),1)];
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Flow = [ -inf;
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repmat(-inf,length(model.bnonlinineq),1);
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repmat(-inf,nnz(model.K.q),1);
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repmat(0,length(model.bnonlineq),1);
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repmat(-inf,length(model.b),1);
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repmat(0,length(model.beq),1)];
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Fmul = zeros(length(Fupp),1);
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Fstate = zeros(length(Fupp),1);
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ObjAdd = 0;
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ObjRow = 1;
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A = [];
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iAfun = [];
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jAvar = [];
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% Sparsity pattern of jacobian
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if ~isempty(Fupp)
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G = jacobiansparsityfromnonlinear(model);
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else
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G = [];
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end
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% Add a row for objective. No sparsity declared
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G = [ones(1,size(G,2));G];
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[iGfun,jGvar] = find(G);
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model.sparsityElements = find(G);
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usrf = 'snopt_callback';
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snopt_callback([],model);
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if model.options.verbose == 0
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snscreen('off')
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else
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snscreen('on');
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end
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snseti('Minimize',1)
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global latest_xevaled
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global latest_x_xevaled
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latest_xevaled = [];
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latest_x_xevaled = [];
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solvertime = tic;
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if strcmpi(model.solver.version,'cmex')
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% Some old interface? Keep for safety
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[xout,F,xmul,Fmul,inform, xstate, Fstate, ns, ninf, sinf, mincw, miniw, minrw] = snoptcmex( solveopt, x0, xlow, xupp, xmul, xstate, Flow, Fupp, Fmul, Fstate,ObjAdd, ObjRow, A, iAfun(:), jAvar(:),iGfun(:), jGvar(:), usrf );
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else
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[xout,F,inform,xmul,Fmul] = snopt(x0, xlow, xupp, xmul, xstate,Flow, Fupp, Fmul, Fstate, usrf,ObjAdd, ObjRow,A, iAfun, jAvar, iGfun, jGvar);
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end
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solvertime = toc(solvertime);
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lambda = Fmul(2:end);
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if ~isempty(xout) && ~isempty(model.lift);
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x = zeros(length(model.linearindicies),1);
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x(model.lift.linearIndex) = xout;
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x(model.lift.liftedIndex) = model.lift.T*xout + model.lift.d;
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x = RecoverNonlinearSolverSolution(model,x);
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else
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x = RecoverNonlinearSolverSolution(model,xout);
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end
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problem = 0;
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% Internal format for duals
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D_struc = [];
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% Check, currently not exhaustive...
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switch inform
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case {1}
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problem = 0;
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case {11,12,13,14,40,43,91} % 1 is sent when I test
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problem = 1;
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case 21
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problem = 2;
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case {31,32}
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problem = 3;
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case {2,3,33,41,42,43,44}
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problem = 4;
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case {71,72,73,74}
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problem = 16;
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otherwise
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problem = 11;
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end
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% Save all data sent to solver?
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if model.options.savesolverinput
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solverinput.model = model;
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else
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solverinput = [];
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end
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% Save all data from the solver?
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if model.options.savesolveroutput
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solveroutput.x = x;
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solveroutput.F = F;
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solveroutput.xmul = xmul;
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solveroutput.inform=inform;
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solveroutput.Fstate=Fstate;
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solveroutput.ns = ns;
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solveroutput.ninf = ninf;
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solveroutput.sinf = sinf;
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solveroutput.mincw = mincw;
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solveroutput.miniw = miniw;
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solveroutput.miniw = miniw;
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else
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solveroutput = [];
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end
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% Standard interface
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output = createoutput(x,D_struc,[],problem,'SNOPT',solverinput,solveroutput,solvertime); |