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103 lines
4.4 KiB
103 lines
4.4 KiB
%-------------------------------------------------------------
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%
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% Copyright (C) 2007 Krister Svanberg
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%
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% This file, gctoymain.m, is part of GCMMA-MMA-code.
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%
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% GCMMA-MMA-code is free software; you can redistribute it and/or
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% modify it under the terms of the GNU General Public License as
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% published by the Free Software Foundation; either version 3 of
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% the License, or (at your option) any later version.
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%
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% This code is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% (file COPYING) along with this file. If not, see
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% <http://www.gnu.org/licenses/>.
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%
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% You should have received a file README along with this file,
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% containing contact information. If not, see
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% <http://www.smoptit.se/> or e-mail mmainfo@smoptit.se or krille@math.kth.se.
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%
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%------
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%
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% Version July 2007.
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%
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% This file contains a main program for using GCMMA to solve
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% a problem defined by the users files gctoyinit.m
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% (which must be run before gctoymain.m), toy1.m and toy2.m.
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%
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%%%% If outeriter=0, the user should now calculate function values
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%%%% and gradients of the objective- and constraint functions at xval.
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%%%% The results should be put in f0val, df0dx, fval and dfdx:
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if outeriter < 0.5
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[f0val,df0dx,fval,dfdx] = toy2(xval);
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innerit=0;
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outvector1 = [outeriter innerit xval']
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outvector2 = [f0val fval']
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end
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%
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%%%% The outer iterations start:
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kktnorm = kkttol+10;
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outit = 0;
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while kktnorm > kkttol & outit < maxoutit
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outit = outit+1;
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outeriter = outeriter+1;
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%%%% The parameters low, upp, raa0 and raa are calculated:
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[low,upp,raa0,raa] = ...
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asymp(outeriter,n,xval,xold1,xold2,xmin,xmax,low,upp, ...
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raa0,raa,raa0eps,raaeps,df0dx,dfdx);
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%%%% The GCMMA subproblem is solved at the point xval:
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[xmma,ymma,zmma,lam,xsi,eta,mu,zet,s,f0app,fapp] = ...
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gcmmasub(m,n,outeriter,epsimin,xval,xmin,xmax,low,upp, ...
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raa0,raa,f0val,df0dx,fval,dfdx,a0,a,c,d);
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%%%% The user should now calculate function values (no gradients)
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%%%% of the objective- and constraint functions at the point xmma
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%%%% ( = the optimal solution of the subproblem).
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%%%% The results should be put in f0valnew and fvalnew.
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[f0valnew,fvalnew] = toy1(xmma);
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%%%% It is checked if the approximations are conservative:
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[conserv] = concheck(m,epsimin,f0app,f0valnew,fapp,fvalnew);
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%%%% While the approximations are non-conservative (conserv=0),
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%%%% repeated inner iterations are made:
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innerit=0;
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if conserv == 0
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while conserv == 0 & innerit <= 15
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innerit = innerit+1;
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%%%% New values on the parameters raa0 and raa are calculated:
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[raa0,raa] = ...
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raaupdate(xmma,xval,xmin,xmax,low,upp,f0valnew,fvalnew, ...
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f0app,fapp,raa0,raa,raa0eps,raaeps,epsimin);
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%%%% The GCMMA subproblem is solved with these new raa0 and raa:
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[xmma,ymma,zmma,lam,xsi,eta,mu,zet,s,f0app,fapp] = ...
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gcmmasub(m,n,outeriter,epsimin,xval,xmin,xmax,low,upp, ...
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raa0,raa,f0val,df0dx,fval,dfdx,a0,a,c,d);
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%%%% The user should now calculate function values (no gradients)
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%%%% of the objective- and constraint functions at the point xmma
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%%%% ( = the optimal solution of the subproblem).
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%%%% The results should be put in f0valnew and fvalnew:
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[f0valnew,fvalnew] = toy1(xmma);
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%%%% It is checked if the approximations have become conservative:
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[conserv] = concheck(m,epsimin,f0app,f0valnew,fapp,fvalnew);
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end
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end
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%%%% No more inner iterations. Some vectors are updated:
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xold2 = xold1;
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xold1 = xval;
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xval = xmma;
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%%%% The user should now calculate function values and gradients
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%%%% of the objective- and constraint functions at xval.
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%%%% The results should be put in f0val, df0dx, fval and dfdx:
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[f0val,df0dx,fval,dfdx] = toy2(xval);
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%%%% The residual vector of the KKT conditions is calculated:
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[residu,kktnorm,residumax] = ...
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kktcheck(m,n,xmma,ymma,zmma,lam,xsi,eta,mu,zet,s, ...
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xmin,xmax,df0dx,fval,dfdx,a0,a,c,d);
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outvector1 = [outeriter innerit xval']
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outvector2 = [f0val fval']
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end
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%---------------------------------------------------------------------
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