l1l1_triangle_update.m

数学优化工具箱

function opts=l1l1_triangle_update(H,opts);
% create the requisite structures for calling sedumi
 
% construct the objective variable
% order of variables
% x,y,z,t1,t2,s,sp,r1,r1p,r2,r2p...
% 3+ 8*n

  
 
% construct the objective variable
% order of variables
% x,y,z,t1,t2,r,a,b
% 3+ 5*n

% more efficient construction later on


Alinear = opts.Alinear;
clinear = opts.clinear;
for i = 1:opts.n;
  l=opts.xbounds(i,1);
  u=opts.xbounds(i,2);
   
  L=H(i,1);
  U=H(i,2);

  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  % The linear constraints
  srow=(i-1)*14;
  scol=(i-1)*5+3;
    
  Alinear(srow+1,scol+1)=-L;
  Alinear(srow+1,scol+2)=-L;
  Alinear(srow+1,scol+5)=-(u-l);
  clinear(srow+1) = -L*u;
  
  Alinear(srow+2,1) = (u-l)*opts.Q(i,3,1);
  Alinear(srow+2,2) = (u-l)*opts.Q(i,3,2);
  Alinear(srow+2,3) = (u-l)*opts.Q(i,3,3);
  Alinear(srow+2,scol+1) = -U;
  Alinear(srow+2,scol+2) = -U;
  Alinear(srow+2,scol+5) = -(u-l);
  clinear(srow+2) = -(u-l)*opts.Q(i,3,4)-U*l;
  
  
  Alinear(srow+3,scol+1)=U;
  Alinear(srow+3,scol+2)=U;
  Alinear(srow+3,scol+5)=(u-l);
  clinear(srow+3) = U*u;
  
  
  Alinear(srow+4,1) = -(u-l)*opts.Q(i,3,1);
  Alinear(srow+4,2) = -(u-l)*opts.Q(i,3,2);
  Alinear(srow+4,3) = -(u-l)*opts.Q(i,3,3);
  Alinear(srow+4,scol+1) = L;
  Alinear(srow+4,scol+2) = L;
  Alinear(srow+4,scol+5) = (u-l);
  clinear(srow+4) = (u-l)*opts.Q(i,3,4) + L*l;

  
  Alinear(srow+11,1:3)=-opts.Q(i,3,1:3);
  clinear(srow+11) = -L+opts.Q(i,3,4);
  
  
  Alinear(srow+12,1:3)=opts.Q(i,3,1:3);
  clinear(srow+12) = U-opts.Q(i,3,4);
  
   
end


opts.Alinear = sparse(Alinear);
opts.clinear = sparse(clinear);
opts.A=[opts.Alinear;opts.Acone];
opts.c=[opts.clinear;opts.ccone];