82 lines
2.8 KiB
Matlab
82 lines
2.8 KiB
Matlab
|
function [objVal,x,X,Y,INFO]=sdpamC(mDIM,nBLOCK,bLOCKsTRUCT,c,F,...
|
||
|
|
x0,X0,Y0,OPTION)
|
||
|
|
%
|
||
|
|
% Compute the solution of standard SDP.
|
||
|
|
% Since some of input arguments are optional, sdpam can be
|
||
|
|
% overloaded as below.
|
||
|
|
%
|
||
|
|
% [objVal,x,X,Y,INFO] = sdpamC(mDIM,nBLOCK,bLOCKsTRUCT,c,F,
|
||
|
|
% x0,X0,Y0,OPTION);
|
||
|
|
%
|
||
|
|
% <INPUT>
|
||
|
|
% - mDIM : integer ; number of primal variables
|
||
|
|
% - nBLOCK : integer ; number of blocks of F
|
||
|
|
% - bLOCKsTRUCT: vector ; represetns the block structure of F
|
||
|
|
% - c : vector ; coefficient vector
|
||
|
|
% - F : cell array; coefficient matrices
|
||
|
|
% - x0,X0,Y0 : cell array; initial point
|
||
|
|
% (NOTE: In SDPA-C, initial point is ignored.)
|
||
|
|
% - OPTION : structure ; options
|
||
|
|
%
|
||
|
|
% <OUTPUT>
|
||
|
|
% - objVal: [objValP objValD]; optimal value of P and D
|
||
|
|
% - x : vector ; optimal solution
|
||
|
|
% - X,Y : cell arrray ; optimal solutions
|
||
|
|
% - INFO : structure ; infomation of the solution
|
||
|
|
%
|
||
|
|
|
||
|
|
% This file is a component of SDPA
|
||
|
|
% Copyright (C) 2004-2013 SDPA Project
|
||
|
|
%
|
||
|
|
% This program is free software; you can redistribute it and/or modify
|
||
|
|
% it under the terms of the GNU General Public License as published by
|
||
|
|
% the Free Software Foundation; either version 2 of the License, or
|
||
|
|
% (at your option) any later version.
|
||
|
|
%
|
||
|
|
% This program is distributed in the hope that it will be useful,
|
||
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||
|
|
% GNU General Public License for more details.
|
||
|
|
%
|
||
|
|
% You should have received a copy of the GNU General Public License
|
||
|
|
% along with this program; if not, write to the Free Software
|
||
|
|
% Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
|
||
|
|
%
|
||
|
|
% SDPA-M: $Revision: 6.2 $
|
||
|
|
% $Id: sdpam.m,v 6.2 2005/05/28 02:36:40 drophead Exp $
|
||
|
|
|
||
|
|
t = cputime;
|
||
|
|
|
||
|
|
if (nargin < 5 || nargin > 9)
|
||
|
|
error('incorrect number of input arguments')
|
||
|
|
elseif nargin == 5
|
||
|
|
% make initial points empty
|
||
|
|
x0=[];X0=[];Y0=[];
|
||
|
|
% load default parameters
|
||
|
|
OPTION=paramC;
|
||
|
|
% solve by SDPA
|
||
|
|
[objVal,x,X,Y,INFO]=mexsdpaC(mDIM,nBLOCK,bLOCKsTRUCT,...
|
||
|
|
c,F,x0,X0,Y0,OPTION);
|
||
|
|
elseif nargin == 6
|
||
|
|
% use OPTION given by arguments
|
||
|
|
OPTION=paramC(x0);
|
||
|
|
% make initial points empty
|
||
|
|
x0=[];X0=[];Y0=[];
|
||
|
|
[objVal,x,X,Y,INFO]=mexsdpaC(mDIM,nBLOCK,bLOCKsTRUCT,...
|
||
|
|
c,F,x0,X0,Y0,OPTION);
|
||
|
|
elseif nargin == 8
|
||
|
|
% load default parameters
|
||
|
|
OPTION=paramC;
|
||
|
|
%solve by SDPA
|
||
|
|
[objVal,x,X,Y,INFO]=mexsdpaC(mDIM,nBLOCK,bLOCKsTRUCT,...
|
||
|
|
c,F,x0,X0,Y0,OPTION);
|
||
|
|
elseif nargin == 9
|
||
|
|
OPTION=paramC(OPTION);
|
||
|
|
% solve by SDPA
|
||
|
|
[objVal,x,X,Y,INFO]=mexsdpaC(mDIM,nBLOCK,bLOCKsTRUCT,...
|
||
|
|
c,F,x0,X0,Y0,OPTION);
|
||
|
|
end
|
||
|
|
INFO.cpusec = cputime-t;
|
||
|
|
|
||
|
|
% End of File
|