補足説明で説明した問題を
- LMI パーサ YALMIP
- デフォルトの SDP ソルバ (SeDuMi がインストールされている場合は,これがデフォルトとなる)
により実装.
>> sample_yalmip_default
SeDuMi 1.3 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, theta = 0.250, beta = 0.500
eqs m = 21, order n = 19, dim = 165, blocks = 3
nnz(A) = 207 + 0, nnz(ADA) = 441, nnz(L) = 231
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 1.42E+002 0.000
1 : -1.37E+000 3.46E+001 0.000 0.2434 0.9000 0.9000 1.30 1 1 2.6E+001
2 : -2.25E+000 1.04E+001 0.000 0.3013 0.9000 0.9000 0.42 1 1 1.1E+001
3 : -1.97E+000 2.68E+000 0.000 0.2571 0.9000 0.9000 0.66 1 1 3.4E+000
4 : -1.63E+000 7.22E-001 0.000 0.2697 0.9000 0.9000 0.58 1 1 1.2E+000
5 : -1.38E+000 1.98E-001 0.000 0.2747 0.9000 0.9000 0.46 1 1 4.6E-001
6 : -1.22E+000 5.61E-002 0.000 0.2826 0.9000 0.9000 0.46 1 1 1.8E-001
7 : -1.09E+000 1.49E-002 0.000 0.2652 0.9000 0.9000 0.36 1 1 7.2E-002
8 : -9.79E-001 3.77E-003 0.000 0.2537 0.9000 0.9000 0.26 1 1 3.0E-002
9 : -9.06E-001 9.90E-004 0.000 0.2624 0.9000 0.9000 0.24 1 1 1.3E-002
10 : -8.63E-001 2.98E-004 0.000 0.3010 0.9000 0.9000 0.30 1 1 5.7E-003
11 : -8.32E-001 9.02E-005 0.000 0.3026 0.9000 0.9000 0.36 1 1 2.5E-003
12 : -8.12E-001 3.23E-005 0.000 0.3583 0.9000 0.9000 0.41 1 1 1.3E-003
13 : -7.99E-001 1.21E-005 0.000 0.3731 0.9000 0.9000 0.50 1 1 6.1E-004
14 : -7.92E-001 5.88E-006 0.000 0.4880 0.9000 0.9000 0.49 1 1 3.8E-004
15 : -7.86E-001 2.35E-006 0.000 0.4003 0.9000 0.9000 0.64 1 1 1.8E-004
16 : -7.82E-001 1.18E-006 0.000 0.4991 0.9000 0.9000 0.54 1 1 1.2E-004
17 : -7.79E-001 4.65E-007 0.000 0.3957 0.9000 0.9000 0.67 1 1 5.3E-005
18 : -7.77E-001 2.22E-007 0.000 0.4771 0.9000 0.9000 0.55 1 1 3.3E-005
19 : -7.76E-001 8.16E-008 0.000 0.3679 0.9000 0.9000 0.69 1 1 1.4E-005
20 : -7.75E-001 4.32E-008 0.000 0.5298 0.9000 0.9000 0.70 2 2 8.1E-006
21 : -7.75E-001 1.37E-009 0.000 0.0317 0.9900 0.9900 0.97 1 1 2.6E-007
22 : -7.75E-001 1.20E-011 0.000 0.0087 0.9990 0.9990 0.99 2 2 2.3E-009
23 : -7.75E-001 3.39E-012 0.000 0.2830 0.9000 0.9000 1.00 2 2 6.4E-010
iter seconds digits c*x b*y
23 0.5 8.1 -7.7494084476e-001 -7.7494083883e-001
|Ax-b| = 9.1e-010, [Ay-c]_+ = 0.0E+000, |x|= 1.1e+000, |y|= 5.0e+002
Detailed timing (sec)
Pre IPM Post
1.400E-002 3.180E-001 3.007E-003
Max-norms: ||b||=1, ||c|| = 2,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 517.895.
ans =
yalmiptime: 0.1630
solvertime: 0.3370
info: 'No problems detected (SeDuMi-1.3)'
problem: 0
dimacs: [4.5341e-010 0 0 0 -2.3285e-009 5.0332e-008]
gamma_opt =
0.7749
X_opt =
66.3097 5.1041 -166.1867 -23.0468 16.0398
5.1041 1.5470 -8.2857 -5.0882 1.5097
-166.1867 -8.2857 456.2532 57.9318 -34.8458
-23.0468 -5.0882 57.9318 80.5338 -4.5469
16.0398 1.5097 -34.8458 -4.5469 4.8827
Z_opt =
-6.2690
-2.5465
14.4106
4.0314
-1.2958
K_opt =
6.5233 -7.7435 1.7718 -0.2351 -6.8743