double.m

国外专家做的求解LMI鲁棒控制的工具箱,可以相对高效的解决LMI问题

function sys=double(X)
%DOUBLE Returns current numerical value 

% Author Johan L鰂berg 
% $Id: double.m,v 1.18 2005/06/20 07:27:03 joloef Exp $  

solution = yalmip('getsolution');
lmi_variables = X.lmi_variables;
opt_variables = solution.variables;

% Definition of nonlinear variables
[mt,variabletype] = yalmip('monomtable');
nonlinears = lmi_variables(find(variabletype(X.lmi_variables)));

if ~isempty(solution.values)
    if max(lmi_variables) <= length(solution.values) & isempty(nonlinears)
        if ~any(isnan(solution.values(lmi_variables(:))))
            % Yihoo, we can do this really fast by
            % re-using the old values
            sys = X.basis*[1;solution.values(lmi_variables(:))];
            if X.typeflag==10
                sys = eig(full(reshape(sys,X.n,X.m)));
            else
                sys = full(reshape(sys,X.n,X.m));
            end
            return
        end
    end
end

% Okey, we could not do it really fast...

% Definition of nonlinear variables
allextended = yalmip('extvariables');

if isempty(nonlinears) & isempty(allextended) & all(ismembc(lmi_variables,solution.variables))

    % speed up code for simple linear case    
    values = solution.values;
    if isempty(solution.values)
        values = zeros(size(mt,1),1);
        values(solution.variables) = solution.optvar;
        yalmip('setvalues',values);
    else
        if any(isnan(solution.values(lmi_variables(:))))
            values = zeros(size(mt,1),1);
            values(solution.variables) = solution.optvar;
            yalmip('setvalues',values);
        end       
    end
    
    sys = X.basis*[1;values(lmi_variables(:))];
    if X.typeflag==10
        sys = eig(full(reshape(sys,X.n,X.m)));
    else
        sys = full(reshape(sys,X.n,X.m));
    end
    
    return
end

% All double values
values(size(mt,1),1)=nan;values(:)=nan;
values(solution.variables) = solution.optvar;

% Evaluate the extended operators
if ~isempty(allextended)
    extended_variables = find(ismembc(X.lmi_variables,allextended));
    if ~isempty(extended_variables)
        for i = 1:length(extended_variables)
            extvar = lmi_variables(extended_variables(i));
            extstruct = yalmip('extstruct',extvar);

            for k = 1:length(extstruct.arg)
                if isa(extstruct.arg{k},'sdpvar') | isa(extstruct.arg{k},'constraint')
                    extstruct.arg{k} = double(extstruct.arg{k});
                end
            end

            switch extstruct.fcn
                case 'mpower'      %
                    val = extstruct.arg{1};
                case {'max','min'} % Cannot take several inputs, put everything in a vector
                    val = feval(extstruct.fcn,[extstruct.arg{:}]);
                case {'or','and'}
                    try
                        val = feval(extstruct.fcn,extstruct.arg{:});
                    catch
                        val = nan;
                    end

                otherwise          % VAL = OPERATOR(X1,X2,...)
                    try
                        val = feval(extstruct.fcn,extstruct.arg{:});
                    catch
                        val = nan;
                    end
            end
            values(extvar) = full(val);
        end
    end
end

if ~isempty(nonlinears)
    mt_t = mt'; %Working columnwise is faster
    use_these = find(ismember(lmi_variables,nonlinears));
    for i=use_these
        monom_i = mt_t(:,lmi_variables(i));
        used_in_monom = find(monom_i);

        extended_variables = find(ismember(used_in_monom,yalmip('extvariables')));
        if ~isempty(extended_variables)
            for ii = 1:length(extended_variables)
                extvar = used_in_monom(extended_variables(ii));
                extstruct = yalmip('extstruct',extvar);
                for k = 1:length(extstruct.arg)
                    if isa(extstruct.arg{k},'sdpvar')
                        extstruct.arg{k} = double(extstruct.arg{k});
                    end
                end

                switch extstruct.fcn
                    case 'mpower'      %
                        val = extstruct.arg{1};
                    case {'max','min'} % Cannot take several inputs, put everything in a vector
                        val = feval(extstruct.fcn,[extstruct.arg{:}]);
                    otherwise          % VAL = OPERATOR(X1,X2,...)
                        val = feval(extstruct.fcn,extstruct.arg{:});
                end
                values(extvar) = val;

            end
        end
        the_product = 1;
        for j = 1:length(used_in_monom)
            the_product = the_product*values(used_in_monom(j))^monom_i(used_in_monom(j));
        end
        values(lmi_variables(i)) = the_product;
    end
end
sys = X.basis*[1;values(lmi_variables(:))];

if X.typeflag==10
    sys = eig(full(reshape(sys,X.n,X.m)));
else
    sys = full(reshape(sys,X.n,X.m));
end