callipopt.m

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

function output = callipopt(model)

% Author Johan L鰂berg
% $Id: callipopt.m,v 1.3 2008/03/28 08:23:27 joloef Exp $

options = model.options;
model = yalmip2nonlinearsolver(model);

if ~model.derivative_available
    disp('Derivate-free call to ipopt not yet implemented')
    error('Derivate-free call to ipopt not yet implemented')
end
if model.options.savedebug
    save ipoptdebug model
end
showprogress('Calling IPOPT',model.options.showprogress);

Fupp = [ repmat(0,length(model.bnonlinineq),1);
    repmat(0,length(model.bnonlineq),1);
    repmat(0,length(model.b),1);
    repmat(0,length(model.beq),1)];

Flow = [ repmat(-inf,length(model.bnonlinineq),1);
    repmat(0,length(model.bnonlineq),1);
    repmat(-inf,length(model.b),1);
    repmat(0,length(model.beq),1)];

usrf = 'ipopt_callback_f';
usrdf = 'ipopt_callback_df';
usrg = 'ipopt_callback_g';
usrdg = 'ipopt_callback_dg';

if length(model.bnonlineq) == 0
    jac_c_constant = 'yes';
else
    jac_c_constant = 'no';
end
if length(model.bnonlinineq) == 0
    jac_d_constant = 'yes';
else
    jac_d_constant = 'no';
end

fields = fieldnames(options.ipopt);
values = struct2cell(options.ipopt);
ops = cell(2*length(fields),1);
for i = 1:length(fields)
    ops{2*i-1} = fields{i};
    ops{2*i} = values{i};
end
ops{end+1} = 'print_level';
ops{end+1} = 3*options.verbose;

% Since ipopt react strangely on lb>ub, we should bail if that is detected
% (ipopt creates an exception)
if ~isempty(model.lb)
    if any(model.lb<model.ub)
        problem = 1;   
        solverinput = [];
        solveroutput = [];  
        output = createoutput(model.lb*0,[],[],problem,'IPOPT',solverinput,solveroutput,0);
    end
end

% These are needed to avoid recomputation due to ipopts double call to get
% f and df, and g and dg
global latest_x_f
global latest_x_g
global latest_df
global latest_f
global latest_G
global latest_g
latest_G= [];
latest_g = [];
latest_x_f = [];
latest_x_g = [];


solvertime = clock;
[info,xout,lambda,iters] = ipopt(model.x0,model.lb,model.ub,Flow,Fupp,...
    @ipopt_callback_f,@ipopt_callback_df,@ipopt_callback_g,@ipopt_callback_dg,'',...
    model,'',[],...
    'jac_c_constant',jac_c_constant,'jac_d_constant',jac_d_constant,ops{:});
solvertime = etime(clock,solvertime);

% Duals currently not supported
lambda = [];

x = RecoverNonlinearSolverSolution(model,xout);

switch info
    case {0,1}
        problem = 0;
    case {2}
        problem = 1;
    case {-1}
        problem = 3;
    case {3,4,-2,-3}
        problem = 4;
    case {-11,-12,-13}
        problem = 7;
    case {-10,-100,-101,-199}
        problem = 11;
    otherwise
        problem = -1;
end

% Internal format for duals
D_struc = [];

% Save all data sent to solver?
if options.savesolverinput
    solverinput.model = model;
else
    solverinput = [];
end

% Save all data from the solver?
if options.savesolveroutput
    solveroutput.x = xout;
    solveroutput.lambda = lambda;
    solveroutput.iters = iters;
    solveroutput.info = info;
else
    solveroutput = [];
end

% Standard interface
output = createoutput(x,D_struc,[],problem,'IPOPT',solverinput,solveroutput,solvertime);