Is it a normal yalmiptime?

[reza mehrabadi]

Hi :). A problem constraint size is [13200,1] and : yalmiptime=25.7s and solver(CPLEX12.8) time=0.2s

Is the yalmiptime OK or slow?  Any suggestions that speed up the constraints build up (no preallocation is used)?

Thanks

[Johan Löfberg]

It's obviously terribly slow. Impossible to answer such a generic question, it's like asking "my car does not work what should I fix". Lack of vectorization would be the only generic answer

[reza mehrabadi]

Thanks for reply. I think some more examples comparing a good and bad constraints definitionis required at:  https://yalmip.github.io/faq/itisslow/

Well actually most of the constraints are built up in "for" loops. How much is time difference between these two representations?:

constr=[constr,-pi<=delta(2:B,1:T,1:H)<=pi];

and this:

for t=1:T

 for h=1:H

    for i=1:B

     if (i>1) constr=[constr,-pi<=delta(i,t,h)<=pi]; end
  end
 end
end

[Johan Löfberg]

such unvectorized code will run very slowly

B=10;

T=20;

H=30;

delta=sdpvar(B,T,H);

tic

constr=-pi<=delta(2:B,1:T,1:H)<=pi;

toc

constr=[];

tic

for t=1:T

    for h=1:H

        for i=1:B

            if (i>1) constr=[constr,-pi<=delta(i,t,h)<=pi]; end

        end

    end

end

toc

[reza mehrabadi]

much appreciated !

[reza mehrabadi]

Hi !. By vectorizing most of the code, the time problem reduced significantly. But still this part of the codes consumes about 13 seconds:

for b=1:size(zz,1)

constr=[constr,pij(zz(b,1),zz(b,2),:,:)==0];

end

It's probably an easy trick in Matlab but i can't figure it out. the matrix zz (with M x 2 size) elements should be used as first and second indices of pij.

somthing like

pij(zz,:,:)

or 

pij(zz(:,1),zz(:,2),:,:)

results in error and unwanted sizes respectively.

[Johan Löfberg]

fastest is likely to run a for-loop first to generate the all linear indicies using sub2ind, and then use that vector pij(index)

[reza mehrabadi]

Perfect ! about 13 seconds reduced.

pp=zeros(B,B,T,H);k=1;

for z=1:size(zz,1)

 for t=1:T

  for h=1:H  

     index(k)=sub2ind(size(pp),zz(z,1),zz(z,2),t,h);k=k+1;

  end 

 end

end