selectsolver.m

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

    for i = 1:length(solvers)                      
        keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial |  solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.quadratic.convex | solvers(i).constraint.inequalities.secondordercone | solvers(i).constraint.inequalities.semidefinite.linear;
    end
    solvers = solvers(find(keep));
end 
if ProblemClass.constraint.inequalities.elementwise.linear
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)                      
        keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial |  solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.semidefinite.quadratic | solvers(i).constraint.inequalities.elementwise.linear;
    end
    solvers = solvers(find(keep));
end  

% ******************************************************
% Prune based on element-wise constraints
% ******************************************************
if ProblemClass.constraint.equalities.sigmonial
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)                      
        keep(i) = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.equalities.sigmonial;            
    end
    solvers = solvers(find(keep));
end  
if ProblemClass.constraint.equalities.polynomial
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)    
        indirect = solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex | solvers(i).constraint.inequalities.elementwise.sigmonial |  solvers(i).constraint.inequalities.elementwise.polynomial;
        indirect = indirect | solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial;
        direct = solvers(i).constraint.equalities.sigmonial |  solvers(i).constraint.equalities.polynomial;
        keep(i) = direct | indirect;
    end
    solvers = solvers(find(keep));
end  
if ProblemClass.constraint.equalities.quadratic
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)                      
        indirect = solvers(i).constraint.inequalities.elementwise.sigmonial | solvers(i).constraint.inequalities.elementwise.polynomial | solvers(i).constraint.inequalities.elementwise.quadratic.nonconvex;
        direct = solvers(i).constraint.equalities.sigmonial |  solvers(i).constraint.equalities.polynomial |  solvers(i).constraint.equalities.quadratic;
        keep(i) = direct | indirect;
    end
    solvers = solvers(find(keep));
end 
if ProblemClass.constraint.equalities.linear
    keep = ones(length(solvers),1);
    for i = 1:length(solvers) 
        indirect = solvers(i).constraint.inequalities.elementwise.linear | solvers(i).constraint.inequalities.elementwise.sigmonial |  solvers(i).constraint.inequalities.elementwise.polynomial;
        direct = solvers(i).constraint.equalities.linear | solvers(i).constraint.equalities.sigmonial |  solvers(i).constraint.equalities.polynomial;
        keep(i) = direct | indirect;
    end
    solvers = solvers(find(keep));
end  

% ******************************************************
% Discrete data
% ******************************************************
if ProblemClass.constraint.integer
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)                      
        keep(i) = solvers(i).constraint.integer;
    end
    solvers = solvers(find(keep));
end  
if ProblemClass.constraint.binary
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)                      
         keep(i) = solvers(i).constraint.integer | solvers(i).constraint.binary;            
    end
    solvers = solvers(find(keep));
end  

% ******************************************************
% Interval data
% ******************************************************
if ProblemClass.interval
    keep = ones(length(solvers),1);
    for i = 1:length(solvers)                      
        keep(i) = solvers(i).interval;
    end
    solvers = solvers(find(keep));
end  


% ******************************************************
% Parametric problem
% ******************************************************
keep = ones(length(solvers),1);
for i = 1:length(solvers)                      
    keep(i) = (ProblemClass.parametric == solvers(i).parametric);
end
solvers = solvers(find(keep));

% ******************************************************
% General functions (exp, log,...)
% ******************************************************
keep = ones(length(solvers),1);
for i = 1:length(solvers)                      
    keep(i) = (ProblemClass.evaluation <= solvers(i).evaluation);
end
solvers = solvers(find(keep));

% FIX : UUUUUUGLY
if isempty(solvers)
    solver = [];
else
    if length(options.solver)>0
        solver = [];

        % FIX : Re-use from above
        opsolver = lower(options.solver);
        splits = findstr(opsolver,',');
        if isempty(splits)
            names{1} = opsolver;
        else
            names = {};
            start = 1;
            for i  = 1:length(splits)
                names{i} = opsolver(start:splits(i)-1);
                start = splits(i)+1;
            end
            names{end+1} = opsolver(start:end);
        end

        temp = solvers;
        for i = 1:length(temp)
        if length(temp(i).version)>0
            temp(i).tag = lower([temp(i).tag '-' temp(i).version]);
        end
        end
    
        for i = 1:length(names)
            if isequal(names{i},'*')
                solver = solvers(1);
                break
            else
                j = find(strcmpi(lower({solvers.tag}),names{i}));
                if ~isempty(j)
                    solver = solvers(j(1));
                    break
                end
                j = find(strcmpi(lower({temp.tag}),names{i}));
                if ~isempty(j)
                    solver = solvers(j(1));
                    break
                end                
            end
        end
    else
        solver = solvers(1);
    end
end

if isempty(solver)
    if length(options.solver)>0 % User selected available solver, but it is not applicable
        problem = -4;
    else
        problem = -2;
    end
end

% FIX : Hack when chosing the wrong fmincon thingy
if ~isempty(solver)
    c1 = (length(options.solver)==0 | isequal(lower(options.solver),'fmincon')) & isequal(lower(solver.tag),'fmincon') & isequal(solver.version,'geometric');
    c2 = (length(options.solver)==0 | isequal(lower(options.solver),'snopt')) & isequal(lower(solver.tag),'snopt') & isequal(solver.version,'geometric');
    if c1 | c2
        if ~(ProblemClass.objective.sigmonial | ProblemClass.constraint.inequalities.elementwise.sigmonial)
            solver.version = 'standard';
            solver.call    = strrep(solver.call,'gp','');
            solver.objective.linear = 1;
            solver.objective.quadratic.convex = 1;
            solver.objective.quadratic.nonconvex = 1;
            solver.objective.polynomial = 1;
            solver.objective.sigmonial = 1;
            solver.constraint.equalities.elementwise.linear = 1;
            solver.constraint.equalities.elementwise.quadratic.convex = 1;
            solver.constraint.equalities.elementwise.quadratic.nonconvex = 1;
            solver.constraint.equalities.elementwise.polynomial = 1;
            solver.constraint.equalities.elementwise.sigmonial = 1;
            solver.constraint.inequalities.elementwise.linear = 1;
            solver.constraint.inequalities.elementwise.quadratic.convex = 1;
            solver.constraint.inequalities.elementwise.quadratic.nonconvex = 1;
            solver.constraint.inequalities.elementwise.polynomial = 1;
            solver.constraint.inequalities.elementwise.sigmonial = 1;
            solver.constraint.inequalities.semidefinite.linear = 1;
            solver.constraint.inequalities.semidefinite.quadratic = 1;
            solver.constraint.inequalities.semidefinite.polynomial = 1;
            solver.dual = 1;
        end
    end
end