l1l1_resection_update.m

数学优化工具箱

function opts=l1l1_resection_update(H,opts);

% construct the objective variable
% order of variables

nvar = opts.dim1*opts.dim2+ opts.dim1-1 + (2+opts.dim1)*(opts.n-1);
nlinear = ((opts.dim1-1)*2+10)*(opts.n-1) + 2*(opts.dim1-1) +1 ;
ncone = 6*(opts.n-1);

Alinear = opts.Alinear;
clinear = opts.clinear;
Acone = opts.Acone;
ccone = opts.ccone;

srow = 1+2*(opts.dim1-1);
scol = opts.dim1*opts.dim2+opts.dim1-1;


for i = 2:opts.n;
    l=opts.xbounds(i,1); % numerator lower  bound
    u=opts.xbounds(i,2); % numerator upper bound

    L=H(i,1); % denominator lower bound
    U=H(i,2); % denominator upper bound

    X=[opts.StructureArray(i,:) 1];


    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
    % The linear constraints
    %srow=(i-1)*((opts.dim1-1)*2+10);

    %scol=opts.dim1*opts.dim2+(i-1)*(2+opts.dim1);

    Alinear(srow+1,scol+1:scol+opts.dim1-1)=-L;
    Alinear(srow+1,scol+opts.dim1+2)=-(u-l);
    clinear(srow+1) = -L*u;

    Alinear(srow+2,opts.dim1*opts.dim2-opts.dim2+1:opts.dim1*opts.dim2 ) = (u-l)*X;
    Alinear(srow+2,scol+1:scol+opts.dim1-1)=-U;
    Alinear(srow+2,scol+opts.dim1+2)=-(u-l);
    clinear(srow+2) = -U*l;


    Alinear(srow+3,scol+1:scol+opts.dim1-1)=U;
    Alinear(srow+3,scol+opts.dim1+2)=(u-l);
    clinear(srow+3) = U*u;

    Alinear(srow+4,opts.dim1*opts.dim2-opts.dim2+1:opts.dim1*opts.dim2 ) = -(u-l)*X;
    Alinear(srow+4,scol+1:scol+opts.dim1-1)=L;
    Alinear(srow+4,scol+opts.dim1+2)=(u-l);
    clinear(srow+4) = L*l;


    Alinear(srow+7+2*(opts.dim1-1),(opts.dim1-1)*opts.dim2+1:opts.dim1*opts.dim2 )=-X;
    clinear(srow+7+2*(opts.dim1-1)) = -L;

    Alinear(srow+8+2*(opts.dim1-1),(opts.dim1-1)*opts.dim2+1:opts.dim1*opts.dim2 )=X;
    clinear(srow+8+2*(opts.dim1-1)) = U;
    
    srow = srow+ 2*(opts.dim1-1) +10;
    scol = scol + 2+opts.dim1;
    
end

%keyboard;
opts.Alinear = Alinear;
opts.clinear = clinear;
opts.A=[opts.Alinear;opts.Acone];
opts.c=[opts.clinear;opts.ccone];