sdpsettings.m

optimization toolbox

    'penbmi.MU'
    'penbmi.MU2'
    'penbmi.PBM_EPS'
    'penbmi.P_EPS'
    'penbmi.UMIN'
    'penbmi.ALPHA'
    'penbmi.P0'   
    'penbmi.PEN_UP'
    'penbmi.ALPHA_UP'  
    'penbmi.PRECISION'
    'penbmi.PRECISION_2'  
    'penbmi.CG_TOL_DIR'  
    
    'pennlp.maxit'
    'pennlp.nwtiters'
    'pennlp.hessianmode'
    'pennlp.autoscale'
    'pennlp.convex'
    'pennlp.eqltymode'
    'pennlp.ignoreinit'
    'pennlp.ncmode'
    'pennlp.nwtstopcrit'
    'pennlp.penalty'
    'pennlp.nwtmode'
    'pennlp.prec'
    'pennlp.cmaxnzs'
    'pennlp.autoini'
    'pennlp.ipenup'    
    'pennlp.precision'
    'pennlp.uinit'
    'pennlp.pinit'
    'pennlp.alpha'
    'pennlp.mu'
    'pennlp.dpenup'
    'pennlp.peps'
    'pennlp.umin'
    'pennlp.preckkt'
    'pennlp.cgtolmin'
    'pennlp.cgtolup'
    'pennlp.uinitbox'
    'pennlp.uinitnc'

    'lmirank.solver'
    'lmirank.maxiter'    
    'lmirank.eps'
    'lmirank.itermod'
    'lmilab.reltol'
    'lmilab.maxiter'
    'lmilab.feasradius'
    'lmilab.L'
    
    'lindo.LS_IPARAM_NLP_SOLVER'
    'lindo.LS_IPARAM_NLP_MAXLOCALSEARCH'
    'lindo.METHOD'
    

    'mosek.param'    
    'sos.model'
    'sos.newton'
    'sos.congruence'
    'sos.scale'
    'sos.numblkdg'
    'sos.postprocess'
    'sos.sparsetol'
    'sos.impsparse'
    'sos.extlp'
    'sos.csp'
    'sos.savedecomposition'
    'sos.clean'
    'sos.traceobj'
    'sos.reuse'
    'sos.inconsistent'
    'sos.separable'
    'csdp.axtol'
    'csdp.atytol'
    'csdp.objtol'
    'csdp.pinftol'
    'csdp.dinftol'
    'csdp.maxiter'
    'csdp.minstepfrac'
    'csdp.maxstepfrac'
    'csdp.minstepp'
    'csdp.minstepd'
    'csdp.usexzgap'
    'csdp.tweakgap'
    'specsdp.gatol1'
    'specsdp.gatol2'
    'specsdp.niter=20'
    'specsdp.faiseps'
    'specsdp.compleps'
    'specsdp.stateps'
    'specsdp.penfact'
    'specsdp.penmin'
    'specsdp.pendiv'
    'specsdp.peneps'
    'specsdp.Vinit'
    'specsdp.radius'
    'nag.featol'
    'nag.itmax'
    'nag.bigbnd'
    'nag.orthog'
    'kypd.solver'
    'kypd.lyapunovsolver'
    'kypd.reduce'
    'kypd.transform'
    'kypd.rho'
    'kypd.tol'
    'kypd.lowrank'
    'moment.order'
    'moment.blockdiag'
    'moment.solver'
    'moment.refine'
    'moment.extractrank'
    'moment.rceftol'
};

% Try to run optimset
[Names,quadprognames,quadprogops]     = trytoset('quadprog',Names);
[Names,linprognames,linprogops]       = trytoset('linprog',Names);
[Names,bintprognames,bintprogops]     = trytoset('bintprog',Names);
[Names,fminconnames,fminconops]       = trytoset('fmincon',Names);
[Names,fminsearchnames,fminsearchops] = trytoset('fminsearch',Names);

obsoletenames ={
    'abstol'
    'reltol'
    'accelerator'
    'maxiters'
    'abstol_init'
    'reltol_init'
    'accelerator_init'
    'maxiters_init'
    'tv'
    'mfactor'
    'sedumi.maxradius'
    'sedumi.uselpsolver'
    'sedumi.removeequalities'
    'silent'
    'sos.solvedual'
    'reduce'
    'penbmi.pbm_eps'};

[m,n] = size(Names);
names = lower(Names);

if (nargin>0) & isstruct(varargin{1})
    options = varargin{1};
    paramstart = 2;
else
    paramstart = 1;
    % YALMIP options
    options.solver = '';
    options.verbose = 1;
    options.dimacs = 1;
    options.warning = 1;
    options.cachesolvers = 0;
    options.beeponproblem = [-5 -4 -3 -2 -1];
    options.showprogress = 0;
    options.saveduals = 1;
    options.removeequalities = 0;
    options.savesolveroutput = 0;
    options.savesolverinput  = 0;
    options.saveyalmipmodel  = 0;
    options.convertconvexquad = 1;
    options.radius = inf;
    options.relax = 0;
    options.dualize = 0;
    options.usex0 = 0;
    options.shift = 0; 
    options.savedebug = 0; 
    options.debug = 0;
    options.expand = 1;    
    options.allowmilp = 1;
    options.allownonconvex = 0;
    
    options.sos.model = 0;
    options.sos.newton = 1;    
    options.sos.congruence = 2;
    options.sos.scale = 1;
    options.sos.numblkdg = 0;
    options.sos.postprocess = 0;
    options.sos.csp = 0;    
    options.sos.extlp = 1;
    options.sos.impsparse = 0;
    options.sos.sparsetol = 1e-5;
    options.sos.inconsistent = 0;
    options.sos.clean = eps;
    options.sos.savedecomposition = 1;
    options.sos.traceobj = 0;
    options.sos.reuse = 1;
    
    options.moment.order = [];
    options.moment.blockdiag = 0;
    options.moment.solver = '';
    options.moment.refine = 0;
    options.moment.extractrank = 0;
    options.moment.rceftol = -1;
    
    options.bnb.branchrule = 'max';
    options.bnb.method = 'depthbest';
    options.bnb.verbose = 1;
    options.bnb.solver = '';
    options.bnb.uppersolver = 'rounder';
    options.bnb.presolve = 0;
    options.bnb.inttol = 1e-4;
    options.bnb.feastol = 1e-7;
    options.bnb.gaptol = 1e-4;
    options.bnb.weight = [];
    options.bnb.nodetight = 0;
    options.bnb.nodefix = 0;
    options.bnb.ineq2eq = 0;
    
    options.bnb.round = 1;
    options.bnb.maxiter = 300;
    
    options.bnb.prunetol = 1e-4;
    options.bnb.multiple = 0;
    
    try
        options.bpmpd.opts = bpopt;    
    catch
        options.bpmpd.opts =[];
    end
    
        
    % Options for global BMI solver
    options.bmibnb.branchmethod = 'best';
    options.bmibnb.branchrule = 'omega';
    options.bmibnb.sdpcuts = 0;
    options.bmibnb.lpreduce = 1;
    options.bmibnb.lowrank  = 0;
    options.bmibnb.diagonalize  = 1;
    options.bmibnb.lowersolver = '';
    options.bmibnb.uppersolver = '';
    options.bmibnb.lpsolver = '';
    options.bmibnb.target =  -inf;
    options.bmibnb.lowertarget =  inf;
    options.bmibnb.vartol = 1e-3;
    options.bmibnb.relgaptol = 1e-2;
    options.bmibnb.absgaptol = 1e-2;
    options.bmibnb.pdtol = -1e-6;
    options.bmibnb.eqtol = 1e-6;
    options.bmibnb.maxiter = 100;
    options.bmibnb.maxtime = 3600;
    options.bmibnb.roottight = 1;
    options.bmibnb.numglobal = inf;
    
    options.cutsdp.solver = '';
    options.cutsdp.maxiter = 100;
    options.cutsdp.cutlimit = inf;
    options.cutsdp.feastol = -1e-8;
    options.cutsdp.recoverdual = 0;
    options.cutsdp.variablebound = inf;
    options.cutsdp.nodefix = 0;
    options.cutsdp.nodetight = 0;
    
    options.mp.algorithm = 1;
    options.mp.simplify  = 0;
    options.mp.presolve  = 0;
    options.mp.unbounded = 0;
    
    options.global.branchmethod = 'best';
    options.global.branchrule = 'omega';
    options.global.lowersolver = '';
    options.global.uppersolver = '';
    options.global.lpsolver = '';    
    options.global.sdpcuts = 0;
    options.global.lpreduce = 1;
    options.global.roottight = 1;    
    options.global.lowrank  = 0;
    options.global.target = -inf;
    options.global.vartol = 1e-3;
    options.global.relgaptol = 1e-2;
    options.global.absgaptol = 1e-2;
    options.global.pdtol = -1e-6;
    options.global.eqtol = 1e-6;
    options.global.inttol = 1e-4;
    options.global.round = 1;    
    options.global.maxiter = 100;
    options.global.maxtime = 3600;
    
    % Options for approximate multi-parametric
    options.mpcvx.solver = '';
    options.mpcvx.absgaptol = 0.25;
    options.mpcvx.relgaptol = 0.01;
    options.mpcvx.plot = 0;
    options.mpcvx.rays = 'n*20';
    
    options.cdd.method = 'criss-cross';
    
    options.clp.solver = 1;
    options.clp.maxnumiterations = 99999999;
    options.clp.maxnumseconds = 3600;
    options.clp.primaltolerance  = 1e-7;
    options.clp.dualtolerance    = 1e-7;
    options.clp.primalpivot = 1;
    options.clp.dualpivot = 1;
    
    options.cplex.presol = 1;
    options.cplex.niter = 1;
    options.cplex.epgap = 1e-4;
    options.cplex.epagap = 1e-6;
    options.cplex.relobjdif = 0.0;
    options.cplex.objdif = 0.0;
    options.cplex.tilim = 1e75;
    options.cplex.logfile = 0;
    options.cplex.param.double = [];
    options.cplex.param.int = [];

    options.csdp.axtol  = 1e-8;
    options.csdp.atytol = 1e-8;
    options.csdp.objtol = 1e-8;
    options.csdp.pinftol = 1e8;
    options.csdp.dinftol = 1e8;
    options.csdp.maxiter = 100;
    options.csdp.minstepfrac = 0.90;
    options.csdp.maxstepfrac = 0.97;
    options.csdp.minstepp = 1e-8;
    options.csdp.minstepd = 1e-8;
    options.csdp.usexzgap = 1;
    options.csdp.tweakgap = 0;
    
    options.mosek.param = [];
    
    % Options for DSDP 5.6
    options.dsdp.r0 = -1;
    options.dsdp.zbar = 0;
    options.dsdp.penalty  = 1e8;
    options.dsdp.boundy  = 1e6;
    options.dsdp.gaptol = 1e-7;
    options.dsdp.maxit  = 500;
    options.dsdp.steptol=5e-2;      
    options.dsdp.inftol=1e-8;      
    options.dsdp.dual_bound = 1e20;
    options.dsdp.rho = 3;  
    options.dsdp.dynamicrho = 1;  
    options.dsdp.bigM = 0;  
    options.dsdp.mu0 = -1;
    options.dsdp.reuse = 4;
    options.dsdp.lp_barrier = 1;    

    % Older versions
    options.dsdp.objectiveconstant = 0;    
    options.dsdp.matrixfreesize = 3000;
    options.dsdp.scale_data = 1;    
    options.dsdp.max_trust_radius = -1;
    options.dsdp.maxtrustradius = 1e10;
    options.dsdp.max_infeasible_trust_radius = -1;
    options.dsdp.max_infeasible_mu_reduction = 2;
    options.dsdp.max_mu_reduction = 1e8;    
    options.dsdp.maxlanczos = 20;
    
    % Options for GLPK
    options.glpk.lpsolver = 1;
    options.glpk.scale = 1;
    options.glpk.dual = 0;
    options.glpk.price = 1;
    options.glpk.relax = 0.07;
    options.glpk.tolbnd = 1e-7;
    options.glpk.toldj = 1e-7;
    options.glpk.tolpiv = 1e-9;