Meaning of internal function yalmip2mpt

[Marc Wijnand]

I found the internal function yalmip2mpt. What does it do?

function Matrices = yalmip2mpt(interfacedata)

F_struc = interfacedata.F_struc;

c       = interfacedata.c;

f       = interfacedata.f;

K       = interfacedata.K;

x0      = interfacedata.x0;

Q       = interfacedata.Q;

lb      = interfacedata.lb;

ub      = interfacedata.ub;

% We have three groups of variables.

% parametric, free, and binary free

param_var  = interfacedata.parametric_variables;

free_var   = setdiff(1:length(c),param_var);

binary_var = interfacedata.binary_variables;

% These rows of the solution should be returned

if isempty(interfacedata.requested_variables)

    Matrices.requested_variables = 1:length(free_var);

else

    Matrices.requested_variables = [];

    for i = 1:length(interfacedata.requested_variables)

        Matrices.requested_variables = [Matrices.requested_variables  find(ismember(free_var,interfacedata.requested_variables(i)))];

    end

end

% Extract data for free and parametric variables

Matrices.F  = (2*Q(param_var,free_var));

Matrices.Y  = (Q(param_var,param_var));

Matrices.H  = full((2*Q(free_var,free_var)));

Matrices.G  = (-F_struc(1+K.f:end,1+free_var));

Matrices.E  = (F_struc(1+K.f:end,1+param_var));

Matrices.W  = (F_struc(1+K.f:end,1));

Matrices.Cf = (c(free_var)');

Matrices.Cx = (c(param_var)');

Matrices.Cc = (f);

% Equality constraints (YALMIP specific)

Matrices.Aeq = -F_struc(1:K.f,1+free_var);

Matrices.Beq = -F_struc(1:K.f,1+param_var);

Matrices.beq = F_struc(1:K.f,1);

% This is not dealth with in YALMIP

Matrices.bndA=[];

Matrices.bndb=[];

% Save this silly info also

Matrices.nu = length(free_var);

Matrices.nx = length(param_var);

if nnz(Matrices.H)==0 & nnz(Matrices.Y)==0%nnz(Q)==0

    % Whoops, it's an LP and MPT uses the name H for linear cost also...

    Matrices.H = c(free_var)';    

    if nnz(Matrices.F) > 0

        % Latest MPT does not fullify D

        Matrices.D = full(Matrices.F');

    end

    Matrices.F = Matrices.Cx;

    Matrices.qp = 0;

else

    Matrices.qp = 1;

end

if ~isempty(lb)

    Matrices.lb = [lb(free_var);lb(param_var)];

else

    Matrices.lb = repmat(-inf,nx+nu,1);

end

if ~isempty(ub)

    Matrices.ub = [ub(free_var);ub(param_var)];

else

    Matrices.ub = repmat(inf,nx+nu,1);

end 

Matrices.param_var  = interfacedata.parametric_variables;

Matrices.free_var   = setdiff(1:length(c),param_var);

Matrices.binary_var_index = find(ismember(free_var,binary_var));

% A transformation to go to original variables when 

% equality constraints have been removed

Matrices.getback = [];

[Johan Löfberg]

Converts from YALMIPs internal numerical format to MPTs internal numerical format