sdmset.m

这是matlab解2阶锥工具包

function quiz = sdmset(quiz,Xindex,varvalu)
% SDMPB/SDMSET - set a value to some variable and modify the LMC problem
%   
% quiz = sdmset(quiz,Xindex,Xvalue);
%  
% Remove the matrix variable specified by Xindex
% and modify subsequently the constant term of the LMI and LME constraints. 
% The constraints depending only on this variable are removed. 
% Note that the indexes of the variables and constraints are not modified.
%
% SEE ALSO sdmvar, sdmlmi, sdmlme, sdmobj and sdmsol.

%   This file is part of SeDuMi Interface 1.04 (JUL2002)
%   Last Update 10th September 2002
%   Copyright (C) 2002 Dimitri Peaucelle & Krysten Taitz
%   LAAS-CNRS, Toulouse, France
% 
%   This program is free software; you can redistribute it and/or modify
%   it under the terms of the GNU General Public License as published by
%   the Free Software Foundation; either version 2 of the License, or
%   (at your option) any later version.
% 
%   This program is distributed in the hope that it will be useful,
%   but WITHOUT ANY WARRANTY; without even the implied warranty of
%   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%   GNU General Public License for more details.
% 
%   You should have received a copy of the GNU General Public License
%   along with this program; if not, write to the Free Software
%   Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA. 
    
  %%% check inputs
  if nargin<3
    error('not enough input arguments');
  elseif nargin>3
    error('too many input arguments');
  elseif ~isa(quiz,'sdmpb')
    error('1st input argument must be a SDMPB object');
  elseif ( ~isnumeric(Xindex) ...
	   | round(Xindex)~=Xindex ...
	   | any(size(Xindex)-[1,1]) ...
	   | Xindex<=0 )
    error('2nd input argument (index of the variable) must be a positive integer');
  elseif Xindex>quiz.var.nb
    error('2nd input argument (index of the variable) exceeds the number of variables');
  elseif ~isnumeric(varvalu)
    error('3rd input argument (value set to the variable) must be a matrix');
  end;      
  %%% define useful fields
  varm=quiz.var.m(Xindex);
  varM=quiz.var.M(Xindex);
  varrow=quiz.var.row(Xindex);
  varcol=quiz.var.col(Xindex);
  %%% check the value to set has the correct dimensions
  if any(size(varvalu)-[varrow,varcol])
    error('3rd input argument (set value) has wrong dimensions')
  end;
  %%% check that the given value fits the variable structure
  % some manipulations
  indexvardec = find(max(abs(quiz.var.struc(varm:varM,:)),[],1));
  strucX=quiz.var.struc(varm:varM,indexvardec);
  strucconjX=quiz.var.strucconj(varm:varM,indexvardec);
  varvalu=sdmvec(varvalu);
  % first for the real part of the variable
  if norm(real(varvalu),1)
    if sdmrank([strucX+strucconjX real(varvalu)])~=sdmrank(strucX+strucconjX)
      error(['The real part of the 3rd input argument (set value) does not fit the variable structure']);    
    end;
  end;
  % second for the imaginary part of the variable
  if norm(imag(varvalu),1)
    if sdmrank([strucX-strucconjX imag(varvalu)])~=sdmrank(strucX-strucconjX)
      error(['The imaginary part of the 3rd input argument (set value) does not fit the variable structure']);    
    end;
  end;
  %%% clear the previous solution if necessary
  quiz = sdmclear(quiz);
  %%% eliminating all references to the variable
  quiz.var.m((Xindex+1):end)=quiz.var.m((Xindex+1):end)-(varM-varm+1);
  quiz.var.M(Xindex:end)=quiz.var.M(Xindex:end)-(varM-varm+1);
  quiz.var.row(Xindex)=0;
  quiz.var.col(Xindex)=0;
  quiz.var.name{Xindex}=[quiz.var.name{Xindex},' SET TO A CONSTANT']; 
  quiz.var.set{Xindex}=varvalu;
  %%% defining the matrix variables we keep
  keepmatvar=[1:(varm-1),(varM+1):size(quiz.var.struc,1)];
  %%% elimination on the structure matrices
  struc=quiz.var.struc;
  quiz.var.struc=struc(keepmatvar,:);
  strucconj=quiz.var.strucconj;
  quiz.var.strucconj=strucconj(keepmatvar,:);
  %%% elimination of non-existing decision variables
  oldvardecnb=get(quiz,'vardecnb');
  allstruc=[quiz.var.struc;quiz.var.strucconj];
  keepvar=find(max(abs(allstruc),[],1));
  newstruc=quiz.var.struc(:,keepvar);
  newstrucconj=quiz.var.strucconj(:,keepvar);
  quiz.var.struc=newstruc;
  quiz.var.strucconj=newstrucconj;
  newycomplex=sparse(quiz.K.ycomplex,1,1,oldvardecnb,1);
  newycomplex=newycomplex(keepvar);
  quiz.K.ycomplex=find(newycomplex);  
  %%% elimination on the objective 
  bt=quiz.obj.bt;
  quiz.obj.bt=bt(:,keepmatvar);
  btconj=quiz.obj.btconj;
  quiz.obj.btconj=btconj(:,keepmatvar);
  %%% elimination on the LMI constraints
  %%% add the new constant term
  c=quiz.ineq.c;
  At=quiz.ineq.At;
  Atconj=quiz.ineq.Atconj;
  quiz.ineq.c=c-At(:,varm:varM)*varvalu;
  %%% elimination on the variable dependent terms
  quiz.ineq.At=At(:,keepmatvar);
  quiz.ineq.Atconj=Atconj(:,keepmatvar);
  %%% eliminating inconsistent LMI constraints
  for ii=1:quiz.ineq.nb
    lmim=quiz.ineq.m(ii);
    lmiM=quiz.ineq.M(ii);
    c=quiz.ineq.c;
    At=quiz.ineq.At;
    Atconj=quiz.ineq.Atconj;
    At=At(lmim:lmiM,:);
    Atconj=Atconj(lmim:lmiM,:);
    if (~norm(At,1) & ~norm(Atconj,1))
      c=c(lmim:lmiM,:);    
      C=sdmmat(c);
      C=C+C';
      if min(real(eig(C)))<0
	warning(sprintf([...
	    'the 3rd input argument (variable''s value) \n'...
	    'does not satisfy the inequality constraint number: %i'],ii));
      end;      
      quiz.ineq.name{ii}=[quiz.ineq.name{ii} ' REMOVED'];
      quiz.ineq.meig{ii}=0;
      dim=lmiM-lmim+1;
      quiz.ineq.m(ii+1:end)=quiz.ineq.m(ii+1:end)-dim;
      quiz.ineq.M(ii:end)=quiz.ineq.M(ii:end)-dim;      
      keepineq=[1:(lmim-1),(lmiM+1):size(quiz.ineq.c,1)];
      quiz.ineq.c=quiz.ineq.c(keepineq);
      quiz.ineq.At=quiz.ineq.At(keepineq,:);
      quiz.ineq.Atconj=quiz.ineq.Atconj(keepineq,:);
      quiz.K.s(ii)=0;
    end;
  end;
  %%% elimination on the LME constraints
  %%% add the new constant term
  c=quiz.eq.c;
  At=quiz.eq.At;
  Atconj=quiz.eq.Atconj;
  quiz.eq.c=c-(At(:,varm:varM)+Atconj(:,varm:varM))*varvalu;
  %%% elimination on the variable dependent terms
  quiz.eq.At=At(:,keepmatvar);
  quiz.eq.Atconj=Atconj(:,keepmatvar);
  %%% eliminating inconsistent LME constraints
  for ii=1:quiz.eq.nb
    lmem=quiz.eq.m(ii);
    lmeM=quiz.eq.M(ii);
    c=quiz.eq.c(lmem:lmeM,:);
    At=quiz.eq.At(lmem:lmeM,:);
    Atconj=quiz.eq.Atconj(lmem:lmeM,:);
    if (~norm(At,1) & ~norm(Atconj,1))
      if norm(c,1)>eps
	warning(sprintf([...
	    'the 3rd input argument (variable''s value) \n'...
	    'does not satisfy the equality constraint number: %i'],ii));
      end;      
      quiz.eq.name{ii}=[quiz.eq.name{ii} ' REMOVED'];
      quiz.eq.mnorm{ii}=0;
      dim=lmeM-lmem+1;
      quiz.eq.m((ii+1):end)=quiz.eq.m((ii+1):end)-dim;
      quiz.eq.M(ii:end)=quiz.eq.M(ii:end)-dim;      
      keepeq=[1:(lmem-1),(lmeM+1):size(quiz.eq.c,1)];
      quiz.eq.c=quiz.eq.c(keepeq);
      quiz.eq.At=quiz.eq.At(keepeq,:);
      quiz.eq.Atconj=quiz.eq.Atconj(keepeq,:);
    end;
  end;