fmincon_congp.m

matlab波形优化算法经常要用到的matlab toolbox工具箱:yalmip

function [g,geq,dg,dgeq] = fmincon_congp(x,prob)

z = prob.A*x;
expz = exp(z);
g = prob.B*expz;

g = log(g);

if  length(prob.h) > 0
    geq = log(prob.h) + prob.G*x;
    dgeq = prob.G';
else
    geq = [];
    dgeq = [];
end
% Should be correct, but it fails for some problems (test_gp_5)
dg = [];
%z = prob.A*x;
%expz = exp(z);
expz(isinf(expz)) = 1e5;
T=diag(sparse(1./(prob.B*expz)));
U=diag(sparse(expz));
dg = (T*prob.B*(U*prob.A))';