csdp.m

一个很好的Matlab编制的数据降维处理软件

function [x,y,z,info]=csdp(At,b,c,K,pars)
% CSDP Uses CSDP to solve a problem in SeDuMi format
%
% [x,y,z,info]=csdp(At,b,c,K,pars)
%
% Uses CSDP to solve a problem in SeDuMi format.
%
% Input:
%        At, b, c, K      SDP problem in SeDuMi format.
%        pars             CSDP parameters (optional parameter.)
%
% Output:
%
%        x, y, z          solution.
%        info             CSDP return code.
%                         info=100 indicates a failure in the MATLAB
%                         interface, such as inability to write to
%                         a temporary file.
%
% Note: This interface makes use of temporary files with names given by the
% tempname function.  This will fail if there is no working temporary
% directory or there isn't enough space available in this directory.
%
% Note: This code writes its own param.csdp file in the current working
% directory.  Any param.csdp file already in the directory will be deleted.
%
% Note: It is assumed that csdp is the search path made available through
% the "system" or "dos" command.  Typically, having the csdp executable in
% current working directory will work, although some paranoid system
% administrators keep . out of the path.  In that case, you'll need to
% install csdp in one of the directories that is in the search path.
% A simple test is to run csdp from a command line prompt.
%
%
%

% This file is part of the Matlab Toolbox for Dimensionality Reduction v0.4b.
% The toolbox can be obtained from http://www.cs.unimaas.nl/l.vandermaaten
% You are free to use, change, or redistribute this code in any way you
% want for non-commercial purposes. However, it is appreciated if you
% maintain the name of the original author.
%
% (C) Laurens van der Maaten
% Maastricht University, 2007



    %
    % First, put a dummy pars in place if no argument was given.  Also
    % set pars.printlevel if not given.
    %
    if (nargin<5)
        pars.printlevel=1;
    else
        if (isfield(pars,'printlevel'))
            pars.printlevel=pars.printlevel;
        else
            pars.printlevel=1;
        end
    end
    %
    % Write out the param.csdp file.
    %
    fid=fopen('param.csdp','w');
    if (fid==-1)
        if (pars.printlevel ~= 0)
            fprintf('Could not open param.csdp\n');
        end
        info=100;
        return
    end
    %
    % Now, go through the parameters.
    %

    if (isfield(pars,'axtol'))
        fprintf(fid,'axtol= %e\n',pars.axtol);
    else
        fprintf(fid,'axtol=%e\n',1.0e-8);
    end

    if (isfield(pars,'atytol'))
        fprintf(fid,'atytol= %e\n',pars.atytol);
    else
        fprintf(fid,'atytol=%e\n',1.0e-8);
    end

    if (isfield(pars,'objtol'))
        fprintf(fid,'objtol= %e\n',pars.objtol);
    else
        fprintf(fid,'objtol=%e\n',1.0e-8);
    end

    if (isfield(pars,'pinftol'))
        fprintf(fid,'pinftol= %e\n',pars.pinftol);
    else
        fprintf(fid,'pinftol=%e\n',1.0e8);
    end

    if (isfield(pars,'dinftol'))
        fprintf(fid,'dinftol= %e\n',pars.dinftol);
    else
        fprintf(fid,'dinftol=%e\n',1.0e8);
    end

    if (isfield(pars,'maxiter'))
        fprintf(fid,'maxiter= %d\n',pars.maxiter);
    else
        fprintf(fid,'maxiter=%d\n',100);
    end
    if (isfield(pars,'minstepfrac'))
        fprintf(fid,'minstepfrac= %e\n',pars.minstepfrac);
    else
        fprintf(fid,'minstepfrac=%e\n',0.90);
    end

    if (isfield(pars,'maxstepfrac'))
        fprintf(fid,'maxstepfrac= %e\n',pars.maxstepfrac);
    else
        fprintf(fid,'maxstepfrac=%e\n',0.97);
    end

    if (isfield(pars,'minstepp'))
        fprintf(fid,'minstepp= %e\n',pars.minstepp);
    else
        fprintf(fid,'minstepp=%e\n',1.0e-8);
    end

    if (isfield(pars,'minstepd'))
        fprintf(fid,'minstepd= %e\n',pars.minstepd);
    else
        fprintf(fid,'minstepd=%e\n',1.0e-8);
    end

    if (isfield(pars,'usexzgap'))
        fprintf(fid,'usexzgap= %d\n',pars.usexzgap);
    else
        fprintf(fid,'usexzgap=%d\n',1);
    end

    if (isfield(pars,'tweakgap'))
        fprintf(fid,'tweakgap= %d\n',pars.tweakgap);
    else
        fprintf(fid,'tweakgap=%d\n',0);
    end

    if (isfield(pars,'affine'))
        fprintf(fid,'affine= %d\n',pars.affine);
    else
        fprintf(fid,'affine=%d\n',0);
    end

    if (isfield(pars,'printlevel'))
        fprintf(fid,'printlevel= %d\n',pars.printlevel);
    else
        fprintf(fid,'printlevel=%d\n',1);
    end

    if (isfield(pars,'perturbobj'))
        fprintf(fid,'printlevel= %d\n',pars.perturbobj);
    else
        fprintf(fid,'printlevel=%d\n',1);
    end

    if (isfield(pars,'fastmode'))
        fprintf(fid,'printlevel= %d\n',pars.fastmode);
    else
        fprintf(fid,'printlevel=%d\n',0);
    end


    %
    % close the parameter file.
    %
    fclose(fid);
    %
    % Write the problem out.
    %
    fname=tempname;
    ret=writesdpa([fname '.dat-s'],At,b,c,K,pars);
    if (ret==1)
        info=100;
        x=[];
        y=[];
        z=[];
        return
    end
    %
    % Solve the problem.
    %
    directory = fileparts(which('csdp'));
    if strcmp(computer, 'PCWIN')
        % Call for Windows
        info = dos(['"' directory '\csdp.exe" ' fname '.dat-s' ' ' fname '.sol'],'-echo');
    elseif strcmp(computer, 'GLNX86') || strcmp(computer, 'GLNXA64')
        % Call for Linux
        info = system([directory '/csdplinux ' fname '.dat-s' ' ' fname '.sol']);
    elseif strcmp(computer, 'MACI')
        % Call for Intel Mac
        info = system([directory '/csdpmaci ' fname '.dat-s' ' ' fname '.sol']);
    elseif strcmp(computer, 'MAC')
        % Call for Power PC Mac
        info = system([directory '/csdpmac ' fname '.dat-s' ' ' fname '.sol']);
    else
        error('There is no binary of CSDP available for your platform. You should obtain this binary yourself and edit techniques/csdp.m to solve this problem.');
    end
    %
    % Read back the solution.
    %
    [x,y,z]=readsol([fname '.sol'],K,length(b));
    %
    % Delete the temporary files, including param.csdp if we wrote one!
    %
    try
        delete([fname '.dat-s']);
        delete([fname '.sol']);
        delete('param.csdp');
    catch
        warning('Some temporary files may not be deleted.');
    end