├── .gitignore
├── LICENSE
├── README.html
├── README.md
├── deconvolveCa.m
├── document
├── FOOPSI.md
└── FOOPSI_.md
├── examples
├── Paper
│ ├── fig
│ │ ├── 1.pdf
│ │ ├── 10.pdf
│ │ ├── 11.pdf
│ │ ├── 12.pdf
│ │ ├── 13.pdf
│ │ ├── 14.pdf
│ │ ├── 15.pdf
│ │ ├── 16.pdf
│ │ ├── 17.pdf
│ │ ├── 18.pdf
│ │ ├── 19.pdf
│ │ ├── 2.pdf
│ │ ├── 3.pdf
│ │ ├── 4.pdf
│ │ ├── 5.pdf
│ │ ├── 6.pdf
│ │ ├── 7.pdf
│ │ ├── 8.pdf
│ │ ├── 9.pdf
│ │ ├── Video.avi
│ │ ├── model.pdf
│ │ ├── threshAR1.pdf
│ │ ├── threshAR2.pdf
│ │ └── traceAR1.pdf
│ ├── fig1.m
│ ├── fig2.m
│ ├── fig3.m
│ ├── fig4.m
│ ├── fig5.m
│ ├── fig6.m
│ ├── scripts
│ │ ├── compute_rss_g.m
│ │ ├── fig2_demo_deconvolveAR1.m
│ │ ├── fig4_plot_trace.m
│ │ └── show_results.m
│ └── test_all.m
├── ar1_constrained_foopsi.m
├── ar1_foopsi.m
├── ar1_mcmc.m
├── ar1_thresholded_foopsi.m
├── ar2_foopsi.m
├── ar2_mcmc.m
├── ar2_thresholded_foopsi.m
├── foopsi_kernel.m
├── foopsi_onnls.m
├── kernel_foopsi.m
├── kernel_thresholded_foopsi.m
├── show_results.m
└── test_all.m
├── functions
├── GetSn.m
├── ar2exp.m
├── choose_smin.m
├── constrained_foopsi_cvx.m
├── estimate_baseline_noise.m
├── estimate_parameters.m
├── estimate_time_constant.m
├── exp2ar.m
├── exp2kernel.m
├── fit_gauss1.m
├── foopsi.m
├── gen_data.m
├── gen_sinusoidal_data.m
├── init_fig.m
└── max_ht.m
├── missing_functions
├── .gitignore
├── pwelch
└── smooth
├── oasis_setup.m
└── packages
├── MCMC
├── .gitignore
├── README.md
├── cont_ca_sampler.m
├── license.txt
├── plot_continuous_samples.m
├── sampling_demo_ar2.m
├── utilities
│ ├── HMC_exact2.m
│ ├── addSpike.m
│ ├── get_initial_sample.m
│ ├── get_next_spikes.m
│ ├── lambda_rate.m
│ ├── make_G_matrix.m
│ ├── make_mean_sample.m
│ ├── plot_marginals.m
│ ├── removeSpike.m
│ ├── replaceSpike.m
│ ├── samples_cell2mat.m
│ ├── tau_c2d.m
│ └── tau_d2c.m
└── wrapper.m
├── constrained-foopsi
├── .gitignore
├── MCEM_foopsi.m
├── README.md
├── acknowledgements.txt
├── constrained_foopsi.m
├── cvx_foopsi.m
├── lars_regression_noise.m
└── license.txt
├── cvx
├── Contents.m
├── GPL.txt
├── LICENSE.txt
├── MANIFEST
├── README.txt
├── builtins
│ ├── @cvx
│ │ ├── abs.m
│ │ ├── blkdiag.m
│ │ ├── builtins.m
│ │ ├── cat.m
│ │ ├── conj.m
│ │ ├── conv.m
│ │ ├── ctranspose.m
│ │ ├── cumprod.m
│ │ ├── cumsum.m
│ │ ├── diag.m
│ │ ├── disp.m
│ │ ├── end.m
│ │ ├── eq.m
│ │ ├── exp.m
│ │ ├── find.m
│ │ ├── full.m
│ │ ├── ge.m
│ │ ├── gt.m
│ │ ├── hankel.m
│ │ ├── horzcat.m
│ │ ├── imag.m
│ │ ├── ipermute.m
│ │ ├── isreal.m
│ │ ├── kron.m
│ │ ├── ldivide.m
│ │ ├── le.m
│ │ ├── log.m
│ │ ├── lt.m
│ │ ├── max.m
│ │ ├── min.m
│ │ ├── minus.m
│ │ ├── mldivide.m
│ │ ├── mpower.m
│ │ ├── mrdivide.m
│ │ ├── mtimes.m
│ │ ├── ne.m
│ │ ├── nnz.m
│ │ ├── norm.m
│ │ ├── permute.m
│ │ ├── plus.m
│ │ ├── polyval.m
│ │ ├── power.m
│ │ ├── prod.m
│ │ ├── rdivide.m
│ │ ├── real.m
│ │ ├── reshape.m
│ │ ├── size.m
│ │ ├── sparse.m
│ │ ├── spy.m
│ │ ├── sqrt.m
│ │ ├── std.m
│ │ ├── subsasgn.m
│ │ ├── subsref.m
│ │ ├── sum.m
│ │ ├── times.m
│ │ ├── toeplitz.m
│ │ ├── transpose.m
│ │ ├── tril.m
│ │ ├── triu.m
│ │ ├── uminus.m
│ │ ├── uplus.m
│ │ ├── var.m
│ │ └── vertcat.m
│ ├── @cvxcnst
│ │ ├── eq.m
│ │ ├── ge.m
│ │ ├── gt.m
│ │ ├── le.m
│ │ ├── lt.m
│ │ └── ne.m
│ └── Contents.m
├── commands
│ ├── @cvx
│ │ └── commands.m
│ ├── Contents.m
│ ├── cvx_begin.m
│ ├── cvx_clear.m
│ ├── cvx_end.m
│ ├── cvx_expert.m
│ ├── cvx_pause.m
│ ├── cvx_power_warning.m
│ ├── cvx_precision.m
│ ├── cvx_profile.m
│ ├── cvx_quiet.m
│ ├── cvx_save_prefs.m
│ ├── cvx_solver.m
│ ├── cvx_solver_settings.m
│ ├── cvx_tic.m
│ ├── cvx_toc.m
│ └── cvx_where.m
├── cvx_error.m
├── cvx_grbgetkey.m
├── cvx_license.p
├── cvx_setup.m
├── cvx_startup.m
├── cvx_version.m
├── doc
│ ├── CVX.pdf
│ ├── _images
│ │ ├── envelope.pdf
│ │ └── tradeoff.pdf
│ ├── _sources
│ │ ├── advanced.txt
│ │ ├── basics.txt
│ │ ├── citing.txt
│ │ ├── credits.txt
│ │ ├── dcp.txt
│ │ ├── funcref.txt
│ │ ├── gp.txt
│ │ ├── gurobi.txt
│ │ ├── index.txt
│ │ ├── install.txt
│ │ ├── intro.txt
│ │ ├── license.txt
│ │ ├── mosek.txt
│ │ ├── quickstart.txt
│ │ ├── sdp.txt
│ │ ├── solver.txt
│ │ └── support.txt
│ ├── _static
│ │ ├── ajax-loader.gif
│ │ ├── basic.css
│ │ ├── cloud.css
│ │ ├── cloud.js
│ │ ├── comment-bright.png
│ │ ├── comment-close.png
│ │ ├── comment.png
│ │ ├── cvxrlogo.png
│ │ ├── doctools.js
│ │ ├── down-pressed.png
│ │ ├── down.png
│ │ ├── file.png
│ │ ├── icon-deprecated.png
│ │ ├── icon-note.png
│ │ ├── icon-seealso.png
│ │ ├── icon-todo.png
│ │ ├── icon-warning.png
│ │ ├── jquery.cookie.js
│ │ ├── jquery.js
│ │ ├── minus.png
│ │ ├── plus.png
│ │ ├── pygments.css
│ │ ├── searchtools.js
│ │ ├── underscore.js
│ │ ├── up-pressed.png
│ │ ├── up.png
│ │ └── websupport.js
│ ├── advanced.html
│ ├── basics.html
│ ├── citing.html
│ ├── credits.html
│ ├── dcp.html
│ ├── funcref.html
│ ├── genindex.html
│ ├── gp.html
│ ├── gurobi.html
│ ├── index.html
│ ├── install.html
│ ├── intro.html
│ ├── license.html
│ ├── mosek.html
│ ├── objects.inv
│ ├── quickstart.html
│ ├── sdp.html
│ ├── search.html
│ ├── searchindex.js
│ ├── solver.html
│ └── support.html
├── examples
│ ├── Contents.m
│ ├── antenna_array_design
│ │ ├── Contents.m
│ │ ├── ant_array_min_beamwidth.m
│ │ ├── ant_array_min_sidelobe.m
│ │ ├── ant_array_min_therm_noise.m
│ │ ├── broadband_array_min_sidelobe.m
│ │ ├── html
│ │ │ ├── ant_array_min_beamwidth.html
│ │ │ ├── ant_array_min_beamwidth__01.png
│ │ │ ├── ant_array_min_beamwidth__02.png
│ │ │ ├── ant_array_min_beamwidth__03.png
│ │ │ ├── ant_array_min_sidelobe.html
│ │ │ ├── ant_array_min_sidelobe__01.png
│ │ │ ├── ant_array_min_sidelobe__02.png
│ │ │ ├── ant_array_min_sidelobe__03.png
│ │ │ ├── ant_array_min_therm_noise.html
│ │ │ ├── ant_array_min_therm_noise__01.png
│ │ │ ├── ant_array_min_therm_noise__02.png
│ │ │ ├── ant_array_min_therm_noise__03.png
│ │ │ ├── broadband_array_min_sidelobe.html
│ │ │ ├── broadband_array_min_sidelobe__01.png
│ │ │ ├── broadband_array_min_sidelobe__02.png
│ │ │ ├── broadband_array_min_sidelobe__03.png
│ │ │ ├── line_array_spec_fact.html
│ │ │ ├── line_array_spec_fact__01.png
│ │ │ ├── line_array_spec_fact__02.png
│ │ │ ├── polar_plot_ant.html
│ │ │ └── spectral_fact.html
│ │ ├── line_array_spec_fact.m
│ │ ├── polar_plot_ant.m
│ │ └── spectral_fact.m
│ ├── bullet.gif
│ ├── circuit_design
│ │ ├── Contents.m
│ │ ├── LC_osc_design.m
│ │ ├── clock_mesh.m
│ │ ├── dig_ckt_sizing.m
│ │ ├── elmore_straight_wire.m
│ │ ├── html
│ │ │ ├── LC_osc_design.html
│ │ │ ├── LC_osc_design__01.png
│ │ │ ├── clock_mesh.html
│ │ │ ├── clock_mesh__01.png
│ │ │ ├── clock_mesh__02.png
│ │ │ ├── clock_mesh__03.png
│ │ │ ├── dig_ckt_sizing.html
│ │ │ ├── dig_ckt_sizing__01.png
│ │ │ ├── elmore_straight_wire.html
│ │ │ ├── elmore_straight_wire__01.png
│ │ │ ├── elmore_straight_wire__02.png
│ │ │ ├── inverter_chain_sizing.html
│ │ │ ├── inverter_chain_sizing__01.png
│ │ │ ├── plot_four_tapers.html
│ │ │ ├── simple_NAND2_gate_design.html
│ │ │ ├── simple_NAND2_gate_design__01.png
│ │ │ ├── simple_step.html
│ │ │ ├── tristate_bus_sizing.html
│ │ │ ├── tristate_bus_sizing__01.png
│ │ │ ├── tristate_bus_sizing__02.png
│ │ │ ├── tristate_bus_sizing__03.png
│ │ │ ├── tristate_bus_sizing__04.png
│ │ │ ├── tristate_bus_sizing__05.png
│ │ │ ├── tristate_bus_sizing__06.png
│ │ │ ├── tristate_bus_sizing__07.png
│ │ │ ├── tristate_bus_sizing__08.png
│ │ │ ├── tristate_bus_sizing__09.png
│ │ │ ├── tristate_bus_sizing__10.png
│ │ │ ├── tristate_bus_sizing__11.png
│ │ │ ├── tristate_bus_sizing__12.png
│ │ │ ├── tristate_bus_sizing__13.png
│ │ │ ├── wire_driver_sizing.html
│ │ │ ├── wire_driver_sizing__01.png
│ │ │ ├── wire_driver_sizing__02.png
│ │ │ ├── wire_driver_sizing__03.png
│ │ │ ├── wire_sizing.html
│ │ │ ├── wire_sizing__01.png
│ │ │ ├── wire_sizing__02.png
│ │ │ ├── wire_sizing__03.png
│ │ │ ├── wire_sizing__04.png
│ │ │ ├── wire_sizing__05.png
│ │ │ ├── wire_sizing__06.png
│ │ │ ├── wire_sizing_spacing.html
│ │ │ ├── wire_sizing_spacing__01.png
│ │ │ ├── wire_sizing_spacing__02.png
│ │ │ ├── wire_sizing_spacing__03.png
│ │ │ ├── wire_sizing_spacing__04.png
│ │ │ ├── wire_sizing_spacing__05.png
│ │ │ ├── wire_sizing_spacing__06.png
│ │ │ ├── wire_sizing_spacing__07.png
│ │ │ ├── wire_sizing_spacing__08.png
│ │ │ ├── wire_sizing_spacing__09.png
│ │ │ ├── wire_sizing_topology.html
│ │ │ ├── wire_sizing_topology__01.png
│ │ │ ├── wire_sizing_topology__02.png
│ │ │ ├── wire_sizing_topology__03.png
│ │ │ └── wire_sizing_topology__04.png
│ │ ├── inverter_chain_sizing.m
│ │ ├── plot_four_tapers.m
│ │ ├── simple_NAND2_gate_design.m
│ │ ├── simple_step.m
│ │ ├── tristate_bus_sizing.m
│ │ ├── wire_driver_sizing.m
│ │ ├── wire_sizing.m
│ │ ├── wire_sizing_spacing.m
│ │ └── wire_sizing_topology.m
│ ├── closest_toeplitz_psd.m
│ ├── cvxbook
│ │ ├── Ch04_cvx_opt_probs
│ │ │ ├── Contents.m
│ │ │ ├── cantilever_beam.m
│ │ │ ├── cantilever_beam_plot.m
│ │ │ ├── cantilever_beam_rec.m
│ │ │ ├── channel_capacity.m
│ │ │ ├── chebyshev_center.m
│ │ │ ├── chebyshev_center_2D.m
│ │ │ ├── ex_4_27.m
│ │ │ ├── ex_4_3.m
│ │ │ ├── ex_4_38.m
│ │ │ ├── ex_4_5.m
│ │ │ ├── fastest_mixing_MC.m
│ │ │ ├── frob_norm_diag_scaling.m
│ │ │ ├── html
│ │ │ │ ├── cantilever_beam.html
│ │ │ │ ├── cantilever_beam__01.png
│ │ │ │ ├── cantilever_beam_plot.html
│ │ │ │ ├── cantilever_beam_rec.html
│ │ │ │ ├── cantilever_beam_rec__01.png
│ │ │ │ ├── channel_capacity.html
│ │ │ │ ├── chebyshev_center.html
│ │ │ │ ├── chebyshev_center_2D.html
│ │ │ │ ├── chebyshev_center_2D__01.png
│ │ │ │ ├── ex_4_27.html
│ │ │ │ ├── ex_4_3.html
│ │ │ │ ├── ex_4_38.html
│ │ │ │ ├── ex_4_5.html
│ │ │ │ ├── fastest_mixing_MC.html
│ │ │ │ ├── frob_norm_diag_scaling.html
│ │ │ │ ├── logopt_investment.html
│ │ │ │ ├── logopt_investment__01.png
│ │ │ │ ├── max_det_psd_completion.html
│ │ │ │ └── min_spec_rad_ppl_dynamics.html
│ │ │ ├── logopt_investment.m
│ │ │ ├── max_det_psd_completion.m
│ │ │ └── min_spec_rad_ppl_dynamics.m
│ │ ├── Ch05_duality
│ │ │ ├── Contents.m
│ │ │ ├── ex_5_1.m
│ │ │ ├── ex_5_19.m
│ │ │ ├── ex_5_33.m
│ │ │ ├── ex_5_39.m
│ │ │ ├── html
│ │ │ │ ├── ex_5_1.html
│ │ │ │ ├── ex_5_19.html
│ │ │ │ ├── ex_5_1__01.png
│ │ │ │ ├── ex_5_33.html
│ │ │ │ ├── ex_5_33__01.png
│ │ │ │ ├── ex_5_39.html
│ │ │ │ ├── matrix_games.html
│ │ │ │ ├── matrix_games_LP.html
│ │ │ │ ├── norm_approx.html
│ │ │ │ └── qcqp.html
│ │ │ ├── matrix_games.m
│ │ │ ├── matrix_games_LP.m
│ │ │ ├── norm_approx.m
│ │ │ └── qcqp.m
│ │ ├── Ch06_approx_fitting
│ │ │ ├── Contents.m
│ │ │ ├── basispursuit.m
│ │ │ ├── convex_interpolation.m
│ │ │ ├── deadzone.m
│ │ │ ├── fig6_15.m
│ │ │ ├── fig6_19.m
│ │ │ ├── fig6_20.m
│ │ │ ├── fig6_5.m
│ │ │ ├── fig6_6.m
│ │ │ ├── fig6_9.m
│ │ │ ├── html
│ │ │ │ ├── basispursuit.html
│ │ │ │ ├── basispursuit__01.png
│ │ │ │ ├── basispursuit__02.png
│ │ │ │ ├── basispursuit__03.png
│ │ │ │ ├── convex_interpolation.html
│ │ │ │ ├── convex_interpolation__01.png
│ │ │ │ ├── deadzone.html
│ │ │ │ ├── fig6_15.html
│ │ │ │ ├── fig6_15__01.png
│ │ │ │ ├── fig6_19.html
│ │ │ │ ├── fig6_19__01.png
│ │ │ │ ├── fig6_20.html
│ │ │ │ ├── fig6_20__01.png
│ │ │ │ ├── fig6_5.html
│ │ │ │ ├── fig6_5__01.png
│ │ │ │ ├── fig6_6.html
│ │ │ │ ├── fig6_6__01.png
│ │ │ │ ├── fig6_6__02.png
│ │ │ │ ├── fig6_6__03.png
│ │ │ │ ├── fig6_6__04.png
│ │ │ │ ├── fig6_6__05.png
│ │ │ │ ├── fig6_6__06.png
│ │ │ │ ├── fig6_9.html
│ │ │ │ ├── fig6_9__01.png
│ │ │ │ ├── penalty_comp_cvx.html
│ │ │ │ ├── penalty_comp_cvx__01.png
│ │ │ │ ├── preference_regions.html
│ │ │ │ ├── preference_regions__01.png
│ │ │ │ ├── preference_regions__02.png
│ │ │ │ ├── regressor_cvx.html
│ │ │ │ ├── regressor_cvx__01.png
│ │ │ │ ├── smoothrec_cvx.html
│ │ │ │ ├── smoothrec_cvx__01.png
│ │ │ │ ├── smoothrec_cvx__02.png
│ │ │ │ ├── smoothrec_cvx__03.png
│ │ │ │ ├── tv_cvx.html
│ │ │ │ ├── tv_cvx__01.png
│ │ │ │ ├── tv_cvx__02.png
│ │ │ │ ├── tv_cvx__03.png
│ │ │ │ ├── tv_cvx__04.png
│ │ │ │ ├── tv_cvx__05.png
│ │ │ │ ├── wcrobls.html
│ │ │ │ └── wcrobls__01.png
│ │ │ ├── penalty_comp_cvx.m
│ │ │ ├── preference_regions.m
│ │ │ ├── regressor_cvx.m
│ │ │ ├── smoothrec_cvx.m
│ │ │ ├── tv_cvx.m
│ │ │ └── wcrobls.m
│ │ ├── Ch07_statistical_estim
│ │ │ ├── Contents.m
│ │ │ ├── ML_covariance_est.m
│ │ │ ├── cheb.m
│ │ │ ├── cher.m
│ │ │ ├── counting_problem_poisson.m
│ │ │ ├── detector2.m
│ │ │ ├── expdesign.m
│ │ │ ├── html
│ │ │ │ ├── ML_covariance_est.html
│ │ │ │ ├── cheb.html
│ │ │ │ ├── cher.html
│ │ │ │ ├── counting_problem_poisson.html
│ │ │ │ ├── detector2.html
│ │ │ │ ├── detector2__01.png
│ │ │ │ ├── expdesign.html
│ │ │ │ ├── expdesign__01.png
│ │ │ │ ├── expdesign__02.png
│ │ │ │ ├── expdesign__03.png
│ │ │ │ ├── expdesign__04.png
│ │ │ │ ├── logistics.html
│ │ │ │ ├── logistics__01.png
│ │ │ │ ├── logistics_gp.html
│ │ │ │ ├── logistics_gp__01.png
│ │ │ │ ├── maxent.html
│ │ │ │ ├── maxent__01.png
│ │ │ │ ├── maxent__02.png
│ │ │ │ ├── montecarlo.html
│ │ │ │ ├── probbounds.html
│ │ │ │ ├── probbounds__01.png
│ │ │ │ ├── probbounds__02.png
│ │ │ │ └── probbounds__03.png
│ │ │ ├── logistics.m
│ │ │ ├── logistics_gp.m
│ │ │ ├── maxent.m
│ │ │ ├── montecarlo.m
│ │ │ └── probbounds.m
│ │ ├── Ch08_geometric_probs
│ │ │ ├── Contents.m
│ │ │ ├── analytic_center.m
│ │ │ ├── data_floorplan_32.mat
│ │ │ ├── data_floorplan_60.mat
│ │ │ ├── eucl_dist_poly.m
│ │ │ ├── eucl_dist_poly_2D.m
│ │ │ ├── eucl_proj_cone1.m
│ │ │ ├── eucl_proj_cone2.m
│ │ │ ├── eucl_proj_hlf.m
│ │ │ ├── eucl_proj_hyp.m
│ │ │ ├── eucl_proj_rect.m
│ │ │ ├── ex_8_3.m
│ │ │ ├── ex_8_4.m
│ │ │ ├── ex_8_5.m
│ │ │ ├── floor_plan.m
│ │ │ ├── floor_plan_graphs.m
│ │ │ ├── floorplan.m
│ │ │ ├── html
│ │ │ │ ├── analytic_center.html
│ │ │ │ ├── eucl_dist_poly.html
│ │ │ │ ├── eucl_dist_poly_2D.html
│ │ │ │ ├── eucl_dist_poly_2D__01.png
│ │ │ │ ├── eucl_proj_cone1.html
│ │ │ │ ├── eucl_proj_cone2.html
│ │ │ │ ├── eucl_proj_hlf.html
│ │ │ │ ├── eucl_proj_hyp.html
│ │ │ │ ├── eucl_proj_rect.html
│ │ │ │ ├── ex_8_3.html
│ │ │ │ ├── ex_8_4.html
│ │ │ │ ├── ex_8_5.html
│ │ │ │ ├── floor_plan.html
│ │ │ │ ├── floor_plan__01.png
│ │ │ │ ├── floor_plan_graphs.html
│ │ │ │ ├── floor_plan_graphs__01.png
│ │ │ │ ├── floorplan.html
│ │ │ │ ├── linear_discr.html
│ │ │ │ ├── linear_discr__01.png
│ │ │ │ ├── max_vol_ellip_in_polyhedra.html
│ │ │ │ ├── max_vol_ellip_in_polyhedra__01.png
│ │ │ │ ├── min_vol_elp_finite_set.html
│ │ │ │ ├── min_vol_elp_finite_set__01.png
│ │ │ │ ├── min_vol_union_ellip.html
│ │ │ │ ├── min_vol_union_ellip__01.png
│ │ │ │ ├── placement_lin.html
│ │ │ │ ├── placement_lin__01.png
│ │ │ │ ├── placement_lin__02.png
│ │ │ │ ├── placement_quad.html
│ │ │ │ ├── placement_quad__01.png
│ │ │ │ ├── placement_quad__02.png
│ │ │ │ ├── placement_quar.html
│ │ │ │ ├── placement_quar__01.png
│ │ │ │ ├── placement_quar__02.png
│ │ │ │ ├── poly3_discr.html
│ │ │ │ ├── poly3_discr__01.png
│ │ │ │ ├── poly4_discr.html
│ │ │ │ ├── poly4_discr__01.png
│ │ │ │ ├── quad_discr.html
│ │ │ │ ├── quad_discr__01.png
│ │ │ │ ├── robust_lin_discr.html
│ │ │ │ ├── robust_lin_discr__01.png
│ │ │ │ ├── separate_ell_2D.html
│ │ │ │ ├── separate_ell_2D__01.png
│ │ │ │ ├── separate_poly_2D.html
│ │ │ │ ├── separate_poly_2D__01.png
│ │ │ │ ├── separate_pt_poly.html
│ │ │ │ ├── svm_1.html
│ │ │ │ ├── svm_1__01.png
│ │ │ │ ├── svm_2.html
│ │ │ │ ├── svm_2__01.png
│ │ │ │ ├── test_floorplan.html
│ │ │ │ └── test_floorplan__01.png
│ │ │ ├── linear_discr.m
│ │ │ ├── max_vol_ellip_in_polyhedra.m
│ │ │ ├── min_vol_elp_finite_set.m
│ │ │ ├── min_vol_union_ellip.m
│ │ │ ├── placement_lin.m
│ │ │ ├── placement_quad.m
│ │ │ ├── placement_quar.m
│ │ │ ├── poly3_discr.m
│ │ │ ├── poly4_discr.m
│ │ │ ├── quad_discr.m
│ │ │ ├── robust_lin_discr.m
│ │ │ ├── separate_ell_2D.m
│ │ │ ├── separate_poly_2D.m
│ │ │ ├── separate_pt_poly.m
│ │ │ ├── svm_1.m
│ │ │ ├── svm_2.m
│ │ │ └── test_floorplan.m
│ │ ├── Ch11_intpt_methods
│ │ │ ├── Contents.m
│ │ │ ├── html
│ │ │ │ └── log_utility_flow.html
│ │ │ └── log_utility_flow.m
│ │ └── Contents.m
│ ├── equality_constr_norm_min.m
│ ├── examples.css
│ ├── examples.js
│ ├── filter_design
│ │ ├── Contents.m
│ │ ├── equalizer_design.m
│ │ ├── fir_chebychev_design.m
│ │ ├── fir_lin_phase_lowpass_max_atten.m
│ │ ├── fir_lin_phase_lowpass_min_order.m
│ │ ├── fir_lin_phase_lowpass_min_ripple.m
│ │ ├── fir_lin_phase_lowpass_min_trans.m
│ │ ├── fir_mag_design_lowpass_max_atten.m
│ │ ├── fir_mag_design_lowpass_min_order.m
│ │ ├── html
│ │ │ ├── equalizer_design.html
│ │ │ ├── equalizer_design__01.png
│ │ │ ├── equalizer_design__02.png
│ │ │ ├── equalizer_design__03.png
│ │ │ ├── equalizer_design__04.png
│ │ │ ├── equalizer_design__05.png
│ │ │ ├── equalizer_design__06.png
│ │ │ ├── equalizer_design__07.png
│ │ │ ├── equalizer_design__08.png
│ │ │ ├── fir_chebychev_design.html
│ │ │ ├── fir_chebychev_design__01.png
│ │ │ ├── fir_chebychev_design__02.png
│ │ │ ├── fir_lin_phase_lowpass_max_atten.html
│ │ │ ├── fir_lin_phase_lowpass_max_atten__01.png
│ │ │ ├── fir_lin_phase_lowpass_max_atten__02.png
│ │ │ ├── fir_lin_phase_lowpass_min_order.html
│ │ │ ├── fir_lin_phase_lowpass_min_order__01.png
│ │ │ ├── fir_lin_phase_lowpass_min_order__02.png
│ │ │ ├── fir_lin_phase_lowpass_min_ripple.html
│ │ │ ├── fir_lin_phase_lowpass_min_ripple__01.png
│ │ │ ├── fir_lin_phase_lowpass_min_ripple__02.png
│ │ │ ├── fir_lin_phase_lowpass_min_trans.html
│ │ │ ├── fir_lin_phase_lowpass_min_trans__01.png
│ │ │ ├── fir_lin_phase_lowpass_min_trans__02.png
│ │ │ ├── fir_mag_design_lowpass_max_atten.html
│ │ │ ├── fir_mag_design_lowpass_max_atten__01.png
│ │ │ ├── fir_mag_design_lowpass_max_atten__02.png
│ │ │ ├── fir_mag_design_lowpass_min_order.html
│ │ │ ├── fir_mag_design_lowpass_min_order__01.png
│ │ │ ├── fir_mag_design_lowpass_min_order__02.png
│ │ │ ├── iir_mag_design_bandpass_max_atten.html
│ │ │ ├── iir_mag_design_bandpass_max_atten__01.png
│ │ │ ├── iir_mag_design_lowpass_max_atten.html
│ │ │ ├── iir_mag_design_lowpass_max_atten__01.png
│ │ │ ├── one_over_f_filter.html
│ │ │ ├── one_over_f_filter__01.png
│ │ │ └── spectral_fact.html
│ │ ├── iir_mag_design_bandpass_max_atten.m
│ │ ├── iir_mag_design_lowpass_max_atten.m
│ │ ├── one_over_f_filter.m
│ │ └── spectral_fact.m
│ ├── gp_tutorial
│ │ ├── Contents.m
│ │ ├── basic_odp.m
│ │ ├── beta_min_odp.m
│ │ ├── elmore_interconnect.m
│ │ ├── floor_planning.m
│ │ ├── html
│ │ │ ├── basic_odp.html
│ │ │ ├── basic_odp__01.png
│ │ │ ├── beta_min_odp.html
│ │ │ ├── beta_min_odp__01.png
│ │ │ ├── elmore_interconnect.html
│ │ │ ├── elmore_interconnect__01.png
│ │ │ ├── floor_planning.html
│ │ │ ├── floor_planning__01.png
│ │ │ ├── max_volume_box.html
│ │ │ ├── max_volume_box__01.png
│ │ │ ├── power_control.html
│ │ │ ├── simple_dig_ckt_sizing.html
│ │ │ ├── simple_dig_ckt_sizing__01.png
│ │ │ ├── simple_dig_ckt_sizing_vect.html
│ │ │ └── simple_dig_ckt_sizing_vect__01.png
│ │ ├── max_volume_box.m
│ │ ├── power_control.m
│ │ ├── simple_dig_ckt_sizing.m
│ │ └── simple_dig_ckt_sizing_vect.m
│ ├── graph_laplacian
│ │ ├── Contents.m
│ │ ├── best_const.m
│ │ ├── cut_grid_data.m
│ │ ├── cut_grid_example.m
│ │ ├── fdla.m
│ │ ├── fmmc.m
│ │ ├── html
│ │ │ ├── best_const.html
│ │ │ ├── cut_grid_data.html
│ │ │ ├── cut_grid_example.html
│ │ │ ├── cut_grid_example__01.png
│ │ │ ├── cut_grid_example__02.png
│ │ │ ├── cut_grid_example__03.png
│ │ │ ├── cut_grid_example__04.png
│ │ │ ├── cut_grid_example__05.png
│ │ │ ├── fdla.html
│ │ │ ├── fmmc.html
│ │ │ ├── larger_example.html
│ │ │ ├── larger_example__01.png
│ │ │ ├── larger_example__02.png
│ │ │ ├── larger_example__03.png
│ │ │ ├── larger_example__04.png
│ │ │ ├── larger_example__05.png
│ │ │ ├── larger_example__06.png
│ │ │ ├── max_deg.html
│ │ │ ├── mh.html
│ │ │ ├── plotgraph.html
│ │ │ ├── small_example.html
│ │ │ ├── small_example__01.png
│ │ │ ├── small_example__02.png
│ │ │ ├── small_example__03.png
│ │ │ ├── small_example__04.png
│ │ │ └── small_example__05.png
│ │ ├── larger_example.m
│ │ ├── max_deg.m
│ │ ├── mh.m
│ │ ├── plotgraph.m
│ │ └── small_example.m
│ ├── html
│ │ ├── closest_toeplitz_psd.html
│ │ ├── equality_constr_norm_min.html
│ │ ├── min_phase_spectral_fact.html
│ │ ├── nonneg_matrix_fact.html
│ │ ├── nonneg_matrix_fact__01.png
│ │ ├── quickstart.html
│ │ ├── quickstart__01.png
│ │ ├── regularized_norm_tradeoff.html
│ │ ├── regularized_norm_tradeoff__01.png
│ │ ├── regularized_norm_tradeoff__02.png
│ │ ├── simple_LP.html
│ │ ├── simple_LP2.html
│ │ └── simple_LS.html
│ ├── index.html
│ ├── log_exp
│ │ ├── Contents.m
│ │ ├── html
│ │ │ ├── max_entropy.html
│ │ │ ├── sparse_covariance_est.html
│ │ │ ├── sparse_covariance_est__01.png
│ │ │ ├── sparse_covariance_est_tradeoff.html
│ │ │ ├── sparse_covariance_est_tradeoff__01.png
│ │ │ └── weighted_analytic_center.html
│ │ ├── max_entropy.m
│ │ ├── sparse_covariance_est.m
│ │ ├── sparse_covariance_est_tradeoff.m
│ │ └── weighted_analytic_center.m
│ ├── make.m
│ ├── min_phase_spectral_fact.m
│ ├── minus.gif
│ ├── nonneg_matrix_fact.m
│ ├── plus.gif
│ ├── quickstart.m
│ ├── regularized_norm_tradeoff.m
│ ├── simple_LP.m
│ ├── simple_LP2.m
│ ├── simple_LS.m
│ ├── sparse_heuristics
│ │ ├── Contents.m
│ │ ├── html
│ │ │ ├── sparse_infeas.html
│ │ │ ├── sparse_infeas_dual.html
│ │ │ ├── sparse_solution.html
│ │ │ └── sparse_solution__01.png
│ │ ├── sparse_infeas.m
│ │ ├── sparse_infeas_dual.m
│ │ └── sparse_solution.m
│ └── time_series_analysis
│ │ ├── Contents.m
│ │ ├── html
│ │ ├── l1_trend_filter_snp500.html
│ │ └── l1_trend_filter_snp500__01.png
│ │ ├── l1_trend_filter_snp500.m
│ │ └── snp500.txt
├── functions
│ ├── @cvx
│ │ ├── avg_abs_dev.m
│ │ ├── avg_abs_dev_med.m
│ │ ├── berhu.m
│ │ ├── cvx_recip.m
│ │ ├── det_inv.m
│ │ ├── det_rootn.m
│ │ ├── functions.m
│ │ ├── geo_mean.m
│ │ ├── huber_pos.m
│ │ ├── inv_pos.m
│ │ ├── lambda_max.m
│ │ ├── lambda_sum_largest.m
│ │ ├── log_normcdf.m
│ │ ├── log_sum_exp.m
│ │ ├── matrix_frac.m
│ │ ├── norm_nuc.m
│ │ ├── norms.m
│ │ ├── pow_abs.m
│ │ ├── pow_cvx.m
│ │ ├── pow_p.m
│ │ ├── pow_pos.m
│ │ ├── prod_inv.m
│ │ ├── quad_form.m
│ │ ├── quad_over_lin.m
│ │ ├── quad_pos_over_lin.m
│ │ ├── rel_entr.m
│ │ ├── sigma_max.m
│ │ ├── square.m
│ │ ├── square_abs.m
│ │ ├── square_pos.m
│ │ ├── sum_largest.m
│ │ ├── sum_log.m
│ │ ├── sum_square.m
│ │ ├── sum_square_abs.m
│ │ ├── sum_square_pos.m
│ │ ├── trace_inv.m
│ │ ├── trace_sqrtm.m
│ │ └── vec.m
│ ├── Contents.m
│ ├── avg_abs_dev.m
│ ├── avg_abs_dev_med.m
│ ├── berhu.m
│ ├── det_inv.m
│ ├── det_root2n.m
│ ├── det_rootn.m
│ ├── entr.m
│ ├── geo_mean.m
│ ├── geomean.m
│ ├── huber.m
│ ├── huber_circ.m
│ ├── huber_pos.m
│ ├── inv_pos.m
│ ├── kl_div.m
│ ├── lambda_max.m
│ ├── lambda_min.m
│ ├── lambda_sum_largest.m
│ ├── lambda_sum_smallest.m
│ ├── log_det.m
│ ├── log_normcdf.m
│ ├── log_prod.m
│ ├── log_sum_exp.m
│ ├── logsumexp.m
│ ├── logsumexp_sdp.m
│ ├── matrix_frac.m
│ ├── norm_largest.m
│ ├── norm_nuc.m
│ ├── norms.m
│ ├── norms_largest.m
│ ├── poly_env.m
│ ├── polyenv.m
│ ├── polyval_trig.m
│ ├── pos.m
│ ├── pow_abs.m
│ ├── pow_p.m
│ ├── pow_pos.m
│ ├── prod_inv.m
│ ├── quad_form.m
│ ├── quad_over_lin.m
│ ├── quad_pos_over_lin.m
│ ├── rel_entr.m
│ ├── sigma_max.m
│ ├── square_
│ │ └── square.m
│ ├── square_abs.m
│ ├── square_pos.m
│ ├── sum_largest.m
│ ├── sum_log.m
│ ├── sum_smallest.m
│ ├── sum_square.m
│ ├── sum_square_abs.m
│ ├── sum_square_pos.m
│ ├── sym.m
│ ├── trace_inv.m
│ ├── trace_sqrtm.m
│ └── vec_
│ │ └── vec.m
├── gurobi
│ ├── EULA.pdf
│ └── a64
│ │ ├── grbgetkey
│ │ ├── gurobi.mexa64
│ │ └── libgurobi75.so
├── keywords
│ ├── Contents.m
│ ├── In.m
│ ├── binary.m
│ ├── dual.m
│ ├── epigraph.m
│ ├── expression.m
│ ├── expressions.m
│ ├── hypograph.m
│ ├── integer.m
│ ├── maximise.m
│ ├── maximize.m
│ ├── minimise.m
│ ├── minimize.m
│ ├── subject.m
│ ├── variable.m
│ └── variables.m
├── lib
│ ├── @cell
│ │ ├── cvx_id.m
│ │ ├── cvx_setdual.m
│ │ └── cvx_value.m
│ ├── @cvx
│ │ ├── bcompress.m
│ │ ├── buncompress.m
│ │ ├── cvx.m
│ │ ├── cvx_basis.m
│ │ ├── cvx_classify.m
│ │ ├── cvx_constant.m
│ │ ├── cvx_getdual.m
│ │ ├── cvx_isaffine.m
│ │ ├── cvx_isconcave.m
│ │ ├── cvx_isconstant.m
│ │ ├── cvx_isconvex.m
│ │ ├── cvx_isnonzero.m
│ │ ├── cvx_readlevel.m
│ │ ├── cvx_setdual.m
│ │ ├── cvx_value.m
│ │ ├── cvx_vexity.m
│ │ ├── in.m
│ │ ├── keywords.m
│ │ ├── matlab6.m
│ │ ├── sets.m
│ │ ├── sparsify.m
│ │ ├── svec.m
│ │ ├── type.m
│ │ └── value.m
│ ├── @cvxcnst
│ │ ├── cvxcnst.m
│ │ ├── disp.m
│ │ ├── display.m
│ │ ├── double.m
│ │ ├── logical.m
│ │ └── rhs.m
│ ├── @cvxdual
│ │ ├── colon.m
│ │ ├── cvx_basis.m
│ │ ├── cvx_value.m
│ │ ├── cvxaff.m
│ │ ├── cvxdual.m
│ │ ├── disp.m
│ │ ├── display.m
│ │ ├── dof.m
│ │ ├── inuse.m
│ │ ├── isreal.m
│ │ ├── name.m
│ │ ├── problem.m
│ │ ├── size.m
│ │ ├── subsref.m
│ │ ├── type.m
│ │ └── value.m
│ ├── @cvxin
│ │ ├── cvxin.m
│ │ ├── cvxtuple.m
│ │ ├── gt.m
│ │ └── lt.m
│ ├── @cvxobj
│ │ ├── cvx_id.m
│ │ ├── cvxobj.m
│ │ ├── disp.m
│ │ ├── display.m
│ │ ├── isempty.m
│ │ ├── isequal.m
│ │ ├── length.m
│ │ ├── ndims.m
│ │ ├── numel.m
│ │ ├── subsasgn.m
│ │ └── subsref.m
│ ├── @cvxprob
│ │ ├── cvx_value.m
│ │ ├── cvxprob.m
│ │ ├── disp.m
│ │ ├── eliminate.m
│ │ ├── eq.m
│ │ ├── extract.m
│ │ ├── index.m
│ │ ├── ne.m
│ │ ├── newcnstr.m
│ │ ├── newdual.m
│ │ ├── newnonl.m
│ │ ├── newobj.m
│ │ ├── newtemp.m
│ │ ├── newvar.m
│ │ ├── pop.m
│ │ ├── solve.m
│ │ ├── spy.m
│ │ ├── subsasgn.m
│ │ ├── subsref.m
│ │ └── touch.m
│ ├── @cvxtuple
│ │ ├── apply.m
│ │ ├── cvx_collapse.m
│ │ ├── cvx_constant.m
│ │ ├── cvx_getdual.m
│ │ ├── cvx_id.m
│ │ ├── cvx_isaffine.m
│ │ ├── cvx_isconcave.m
│ │ ├── cvx_isconstant.m
│ │ ├── cvx_isconvex.m
│ │ ├── cvx_setdual.m
│ │ ├── cvx_value.m
│ │ ├── cvxtuple.m
│ │ ├── disp.m
│ │ ├── eq.m
│ │ ├── ge.m
│ │ ├── gt.m
│ │ ├── in.m
│ │ ├── le.m
│ │ ├── lt.m
│ │ ├── ne.m
│ │ ├── numel.m
│ │ ├── subsasgn.m
│ │ ├── subsref.m
│ │ └── testall.m
│ ├── Contents.m
│ ├── cvx_accept_concave.m
│ ├── cvx_accept_convex.m
│ ├── cvx_basis.m
│ ├── cvx_bcompress.m
│ ├── cvx_bcompress_mex.c
│ ├── cvx_bcompress_mex.mexa64
│ ├── cvx_blkdiag.m
│ ├── cvx_c2r.m
│ ├── cvx_check_dimension.m
│ ├── cvx_check_dimlist.m
│ ├── cvx_class.m
│ ├── cvx_classify.m
│ ├── cvx_clearpath.m
│ ├── cvx_clearspath.m
│ ├── cvx_collapse.m
│ ├── cvx_constant.m
│ ├── cvx_default_dimension.m
│ ├── cvx_eliminate_mex.c
│ ├── cvx_eliminate_mex.mexa64
│ ├── cvx_expand_dim.m
│ ├── cvx_expert_check.m
│ ├── cvx_getdual.m
│ ├── cvx_global.m
│ ├── cvx_id.m
│ ├── cvx_ids.m
│ ├── cvx_isaffine.m
│ ├── cvx_isconcave.m
│ ├── cvx_isconstant.m
│ ├── cvx_isconvex.m
│ ├── cvx_isnonzero.m
│ ├── cvx_r2c.m
│ ├── cvx_readlevel.m
│ ├── cvx_reduce_size.m
│ ├── cvx_remap.m
│ ├── cvx_reshape.m
│ ├── cvx_run_solver.m
│ ├── cvx_setdual.m
│ ├── cvx_setpath.m
│ ├── cvx_setspath.m
│ ├── cvx_size_check.m
│ ├── cvx_subs2str.m
│ ├── cvx_subsasgn.m
│ ├── cvx_subsref.m
│ ├── cvx_subsref_check.m
│ ├── cvx_use_sparse.m
│ ├── cvx_value.m
│ ├── cvx_values.m
│ ├── cvx_vexity.m
│ ├── cvx_zeros.m
│ └── narginchk_
│ │ └── narginchk.m
├── mosek
│ ├── a64
│ │ ├── libcilkrts.so.5
│ │ ├── libiomp5.so
│ │ ├── libmosek64.so.8.0
│ │ └── mosekopt.mexa64
│ └── license.pdf
├── sdpt3
│ ├── Copyright
│ ├── Examples
│ │ ├── Asum.m
│ │ ├── Doptdesign.m
│ │ ├── ToeplitzApprox.m
│ │ ├── ToeplitzApproxSQQ.m
│ │ ├── cheby0.m
│ │ ├── chebyinf.m
│ │ ├── chebymat.m
│ │ ├── control.m
│ │ ├── corrmat.m
│ │ ├── dwd.m
│ │ ├── etp.m
│ │ ├── geometric_mean.m
│ │ ├── gpp.m
│ │ ├── gppschur.m
│ │ ├── graph.m
│ │ ├── igmres.m
│ │ ├── lmiexamp1.m
│ │ ├── lmiexamp2.m
│ │ ├── lmiexamp3.m
│ │ ├── lmifun.m
│ │ ├── lmifun2.m
│ │ ├── logcheby.m
│ │ ├── logchebyRcone.m
│ │ ├── max_kcut.m
│ │ ├── maxcut.m
│ │ ├── mcpschur.m
│ │ ├── minEpts.m
│ │ ├── norm_min.m
│ │ ├── orthbasis.m
│ │ ├── randinfsdp.m
│ │ ├── randlowranksdp.m
│ │ ├── randmaxdet.m
│ │ ├── randsdp.m
│ │ ├── sdphankel.m
│ │ ├── thetaproblem.m
│ │ └── viewgraph.m
│ ├── GNU_General_Public_License_v2
│ ├── HSDSolver
│ │ ├── HSDHKMcorr.m
│ │ ├── HSDHKMdirfun.m
│ │ ├── HSDHKMpred.m
│ │ ├── HSDHKMrhsfun.m
│ │ ├── HSDNTcorr.m
│ │ ├── HSDNTdirfun.m
│ │ ├── HSDNTpred.m
│ │ ├── HSDNTrhsfun.m
│ │ ├── HSDbicgstab.m
│ │ ├── HSDlinsysolve.m
│ │ ├── HSDsortA.m
│ │ ├── HSDsqlp.m
│ │ ├── HSDsqlpCpert.m
│ │ ├── HSDsqlpcheckconvg.m
│ │ ├── HSDsqlpmain.m
│ │ └── HSDsqlpmisc.m
│ ├── README
│ ├── README.md
│ ├── Solver
│ │ ├── AXfun.m
│ │ ├── Arrow.m
│ │ ├── Atyfun.m
│ │ ├── HKMcorr.m
│ │ ├── HKMdirfun.m
│ │ ├── HKMpred.m
│ │ ├── HKMrhsfun.m
│ │ ├── Mexfun
│ │ │ ├── mexMatvec.c
│ │ │ ├── mexMatvec.mexa64
│ │ │ ├── mexProd2.c
│ │ │ ├── mexProd2.mexa64
│ │ │ ├── mexProd2nz.c
│ │ │ ├── mexProd2nz.mexa64
│ │ │ ├── mexexpand.c
│ │ │ ├── mexexpand.mexa64
│ │ │ ├── mexinprod.c
│ │ │ ├── mexinprod.mexa64
│ │ │ ├── mexmat.c
│ │ │ ├── mexmat.mexa64
│ │ │ ├── mexnnz.c
│ │ │ ├── mexnnz.mexa64
│ │ │ ├── mexqops.c
│ │ │ ├── mexqops.mexa64
│ │ │ ├── mexschur.c
│ │ │ ├── mexschur.mexa64
│ │ │ ├── mexschurfun.c
│ │ │ ├── mexschurfun.mexa64
│ │ │ ├── mexskron.c
│ │ │ ├── mexskron.mexa64
│ │ │ ├── mexsmat.c
│ │ │ ├── mexsmat.mexa64
│ │ │ ├── mexsvec.c
│ │ │ ├── mexsvec.mexa64
│ │ │ ├── mextriang.c
│ │ │ ├── mextriang.mexa64
│ │ │ ├── mextriangsp.c
│ │ │ └── mextriangsp.mexa64
│ │ ├── NTcorr.m
│ │ ├── NTdirfun.m
│ │ ├── NTpred.m
│ │ ├── NTrhsfun.m
│ │ ├── NTscaling.m
│ │ ├── Prod2.m
│ │ ├── Prod3.m
│ │ ├── SDPT3data_SEDUMIdata.m
│ │ ├── SDPT3soln_SEDUMIsoln.m
│ │ ├── SDPvalBounds.m
│ │ ├── blkbarrier.m
│ │ ├── blkcholfun.m
│ │ ├── blkeig.m
│ │ ├── blktrace.m
│ │ ├── checkdense.m
│ │ ├── checkdepconstr.m
│ │ ├── combine_blk.m
│ │ ├── convertRcone.m
│ │ ├── convertcmpsdp.m
│ │ ├── degeneracy.m
│ │ ├── detect_lblk.m
│ │ ├── detect_ublk.m
│ │ ├── gdcomp.m
│ │ ├── gpcomp.m
│ │ ├── infeaspt.m
│ │ ├── linsysolve.m
│ │ ├── linsysolvefun.m
│ │ ├── mybicgstab.m
│ │ ├── mytime.m
│ │ ├── nzlist.m
│ │ ├── ops.m
│ │ ├── qops.m
│ │ ├── qprod.m
│ │ ├── randmat.m
│ │ ├── read_sdpa.m
│ │ ├── read_sedumi.m
│ │ ├── scaling.m
│ │ ├── schurmat_lblk.m
│ │ ├── schurmat_qblk.m
│ │ ├── schurmat_sblk.m
│ │ ├── skron.m
│ │ ├── smat.m
│ │ ├── sortA.m
│ │ ├── sqlp.m
│ │ ├── sqlparameters.m
│ │ ├── sqlpcheckconvg.m
│ │ ├── sqlpdemo.m
│ │ ├── sqlpmain.m
│ │ ├── sqlpmisc.m
│ │ ├── sqlpsummary.m
│ │ ├── sqlptermcode.m
│ │ ├── sqlpu2lblk.m
│ │ ├── steplength.m
│ │ ├── svec.m
│ │ ├── symqmr.m
│ │ ├── validate.m
│ │ └── validate_startpoint.m
│ ├── dimacs
│ │ ├── copo14.mat
│ │ ├── filter48_socp.mat
│ │ ├── hamming_7_5_6.mat
│ │ ├── minphase.mat
│ │ ├── nql30.mat
│ │ └── sched_50_50_scaled.mat
│ ├── install_sdpt3.m
│ ├── sdplib
│ │ ├── arch8.dat-s
│ │ ├── maxG11.dat-s
│ │ ├── mcp250-1.dat-s
│ │ ├── qap9.dat-s
│ │ ├── qpG11.dat-s
│ │ ├── ss30.dat-s
│ │ ├── theta3.dat-s
│ │ └── truss8.dat-s
│ └── sdpt3.m
├── sedumi
│ ├── Amul.m
│ ├── COPYING
│ ├── Changelog.txt
│ ├── Contents.m
│ ├── Install.txt
│ ├── PopK.m
│ ├── README.md
│ ├── Readme.txt
│ ├── Version.txt
│ ├── ada_pcg.m
│ ├── adendotd.c
│ ├── adendotd.m
│ ├── adendotd.mexa64
│ ├── adenscale.c
│ ├── adenscale.mexa64
│ ├── asmDxq.m
│ ├── auxfwdpr1.c
│ ├── auxgivens.c
│ ├── blkaux.c
│ ├── blkchol.c
│ ├── blkchol.m
│ ├── blkchol.mexa64
│ ├── blkchol2.c
│ ├── blkmul.c
│ ├── blksdp.h
│ ├── bwblkslv.c
│ ├── bwblkslv.m
│ ├── bwblkslv.mexa64
│ ├── bwblkslv2.c
│ ├── bwdpr1.c
│ ├── bwdpr1.m
│ ├── bwdpr1.mexa64
│ ├── cellK.m
│ ├── checkpars.m
│ ├── cholsplit.c
│ ├── cholsplit.mexa64
│ ├── choltmpsiz.c
│ ├── choltmpsiz.mexa64
│ ├── conversion
│ │ ├── Contents.m
│ │ ├── blk2vec.m
│ │ ├── feascpx.m
│ │ ├── feasreal.m
│ │ ├── frompack.m
│ │ ├── fromsdpa.m
│ │ ├── getproblem.m
│ │ ├── prelp.m
│ │ ├── sdpa2vec.m
│ │ ├── sdpasplit.m
│ │ └── writesdp.m
│ ├── ddot.c
│ ├── ddot.m
│ ├── ddot.mexa64
│ ├── deninfac.m
│ ├── dimacserrors.m
│ ├── doc
│ │ ├── SeDuMi_Guide_105R5.pdf
│ │ ├── SeDuMi_Guide_105R5.ps
│ │ ├── SeDuMi_Guide_11.pdf
│ │ └── SeDuMi_Guide_11.ps
│ ├── dpr1fact.c
│ ├── dpr1fact.m
│ ├── dpr1fact.mexa64
│ ├── eigK.m
│ ├── examples
│ │ ├── Examples.txt
│ │ ├── OH_2Pi_STO-6GN9r12g1T2.mat
│ │ ├── arch0.mat
│ │ ├── control07.mat
│ │ ├── nb.mat
│ │ └── trto3.mat
│ ├── extractA.c
│ ├── extractA.m
│ ├── extractA.mexa64
│ ├── eyeK.m
│ ├── findblks.c
│ ├── findblks.m
│ ├── findblks.mexa64
│ ├── finsymbden.c
│ ├── finsymbden.m
│ ├── finsymbden.mexa64
│ ├── frameit.m
│ ├── fwblkslv.c
│ ├── fwblkslv.m
│ ├── fwblkslv.mexa64
│ ├── fwdpr1.c
│ ├── fwdpr1.m
│ ├── fwdpr1.mexa64
│ ├── getDAt.m
│ ├── getDAtm.m
│ ├── getada.m
│ ├── getada1.c
│ ├── getada1.m
│ ├── getada1.mexa64
│ ├── getada2.c
│ ├── getada2.m
│ ├── getada2.mexa64
│ ├── getada3.c
│ ├── getada3.m
│ ├── getada3.mexa64
│ ├── getdense.m
│ ├── getsymbada.m
│ ├── givens.h
│ ├── givensrot.c
│ ├── givensrot.m
│ ├── givensrot.mexa64
│ ├── incorder.c
│ ├── incorder.m
│ ├── incorder.mexa64
│ ├── install_sedumi.m
│ ├── invcholfac.c
│ ├── invcholfac.m
│ ├── invcholfac.mexa64
│ ├── iswnbr.c
│ ├── iswnbr.m
│ ├── iswnbr.mexa64
│ ├── loopPcg.m
│ ├── mJdetd.c
│ ├── mat.m
│ ├── maxeigK.m
│ ├── maxstep.m
│ ├── minpsdeig.m
│ ├── my_fprintf.m
│ ├── optstep.m
│ ├── ordmmd.c
│ ├── ordmmdmex.c
│ ├── ordmmdmex.m
│ ├── ordmmdmex.mexa64
│ ├── partitA.c
│ ├── partitA.m
│ ├── partitA.mexa64
│ ├── posttransfo.m
│ ├── pretransfo.m
│ ├── psdeig.m
│ ├── psdfactor.m
│ ├── psdframeit.c
│ ├── psdframeit.mexa64
│ ├── psdinvjmul.c
│ ├── psdinvjmul.m
│ ├── psdinvjmul.mexa64
│ ├── psdinvscale.m
│ ├── psdjmul.m
│ ├── psdscale.m
│ ├── qblkmul.c
│ ├── qblkmul.m
│ ├── qblkmul.mexa64
│ ├── qframeit.m
│ ├── qinvjmul.m
│ ├── qjmul.m
│ ├── qrK.c
│ ├── qrK.mexa64
│ ├── quadadd.c
│ ├── quadadd.m
│ ├── quadadd.mexa64
│ ├── reflect.c
│ ├── reflect.h
│ ├── sddir.m
│ ├── sdfactor.m
│ ├── sdinit.m
│ ├── sdmauxCmp.c
│ ├── sdmauxCone.c
│ ├── sdmauxFill.c
│ ├── sdmauxRdot.c
│ ├── sdmauxScalarmul.c
│ ├── sdmauxTriu.c
│ ├── sdmauxTriudot.c
│ ├── sedumi.m
│ ├── sedumi_binary_error.m
│ ├── sortnnz.c
│ ├── sortnnz.m
│ ├── sortnnz.mexa64
│ ├── sparbwslv.m
│ ├── sparfwslv.m
│ ├── spars.m
│ ├── spscale.c
│ ├── sqrtinv.c
│ ├── sqrtinv.m
│ ├── sqrtinv.mexa64
│ ├── stepdif.m
│ ├── symbchol.c
│ ├── symbchol.m
│ ├── symbcholden.m
│ ├── symbfwblk.c
│ ├── symbfwblk.mexa64
│ ├── symfct.c
│ ├── symfctmex.c
│ ├── symfctmex.m
│ ├── symfctmex.mexa64
│ ├── tdet.m
│ ├── triuaux.c
│ ├── triuaux.h
│ ├── triumtriu.m
│ ├── trydif.m
│ ├── updtransfo.m
│ ├── urotorder.c
│ ├── urotorder.m
│ ├── urotorder.mexa64
│ ├── vec.m
│ ├── vecsym.c
│ ├── vecsym.m
│ ├── vecsym.mexa64
│ ├── widelen.m
│ ├── wrapPcg.m
│ └── wregion.m
├── sets
│ ├── Contents.m
│ ├── complex_lorentz.m
│ ├── convex_poly_coeffs.m
│ ├── exponential.m
│ ├── geo_mean_cone.m
│ ├── hermitian_semidefinite.m
│ ├── lorentz.m
│ ├── nonneg_poly_coeffs.m
│ ├── nonnegative.m
│ ├── norm_ball.m
│ ├── rotated_complex_lorentz.m
│ ├── rotated_lorentz.m
│ ├── semidefinite.m
│ └── simplex.m
├── shims
│ ├── cvx_glpk.m
│ ├── cvx_gurobi.p
│ ├── cvx_mosek.p
│ ├── cvx_sdpt3.m
│ └── cvx_sedumi.m
└── structures
│ ├── @cvx
│ └── structures.m
│ ├── Contents.m
│ ├── cvx_create_structure.m
│ ├── cvx_invert_structure.m
│ ├── cvx_orthog_structure.m
│ ├── cvx_replicate_structure.m
│ ├── cvx_s_banded.m
│ ├── cvx_s_hankel.m
│ ├── cvx_s_hermitian.m
│ ├── cvx_s_sparse.m
│ ├── cvx_s_symmetric.m
│ ├── cvx_s_symmetric_ut.m
│ └── cvx_s_upper_hankel.m
├── oasis
├── choose_lambda.m
├── constrained_oasisAR1.m
├── constrained_oasisAR2.m
├── create_kernel.m
├── deconvCa.m
├── dsKernel.m
├── foopsi_oasisAR1.m
├── foopsi_oasisAR2.m
├── oasisAR1.m
├── oasisAR2.m
├── onnls.m
├── test_oasis.m
├── thresholded_nnls.m
├── thresholded_oasisAR1.m
├── thresholded_oasisAR2.m
├── update_g.m
├── update_kernel_exp2.m
├── update_lam.m
└── update_tau.m
└── oasis_kernel
├── choose_smin.m
├── create_kernel.m
├── deconvCa.m
├── dsKernel.m
├── test_oasis.m
└── update_kernel_exp2.m
/.gitignore:
--------------------------------------------------------------------------------
1 |
2 | examples/data_20120627_cell2_001.mat
3 |
4 | examples/fig/*
5 |
6 | examples/*.m~
7 |
8 | optimization/*
9 | functions/*.m~
10 |
11 | *.m~
12 |
13 | examples/.DS_Store
14 |
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1 | addpath('./scripts');
2 | %% figures
3 | gam = .8;
4 | T = 25;
5 | noise = .2;
6 | seed = 3;
7 | [y, ~, trueSpikes] = gen_data(gam, noise, T, 1, 0.1, [], 1, seed);
8 |
9 | fig2_demo_deconvolveAR1(y, gam, 0.4, false, trueSpikes);
10 |
11 | %% video
12 | gam = .8;
13 | T = 130;
14 | noise = .2;
15 | seed = 3;
16 | [y, truth, trueSpikes] = gen_data(gam, noise, T, 1, 0.1, [], 1, seed);
17 | fig2_demo_deconvolveAR1(y, gam, 0.4, true, trueSpikes);
18 |
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/examples/Paper/fig6.m:
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1 | %%
2 | close all; clc;
3 | addpath('./scripts');
4 | col = {[0 114 178],[0 158 115], [213 94 0],[230 159 0],...
5 | [86 180 233], [204 121 167], [64 224 208], [240 228 66]};
6 | figure('papersize', [14, 7]);
7 | init_fig;
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/examples/Paper/scripts/fig4_plot_trace.m:
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1 | plot(y, 'color', col{8}/255, 'linewidth', 1);
2 | hold on;
3 | plot(trueC, 'color', col{3}/255);
4 | plot(solution, 'color', col{1}/255);
5 | text(700, 2.8, sprintf('Correlation: %.3f', corr(trueS, spks)), ...
6 | 'fontweight', 'bold', 'fontsize', 16);
7 | xlim([0, 1500]);
8 | ylim([min(y), 3.3]);
9 | ax = gca;
10 | ax.XAxisLocation = 'origin';
11 | ax.YAxisLocation = 'origin';
12 | set(gca, 'ytick', 0:2:max(y));
13 | set(gca, 'xtick', 0:300:1200);
14 | set(gca, 'xticklabel', []);
15 | set(gca, 'yticklabel', [0,2]);
16 | box off;
--------------------------------------------------------------------------------
/examples/Paper/test_all.m:
--------------------------------------------------------------------------------
1 | if ~exist('fig', 'dir')
2 | mkdir('fig');
3 | end
4 | fig1;
5 | fig2;
6 | fig3;
7 | fig4;
8 | fig5;
--------------------------------------------------------------------------------
/functions/ar2exp.m:
--------------------------------------------------------------------------------
1 | function tau_dr = ar2exp(g)
2 | %% get parameters of the convolution kernel for AR2 process
3 | if length(g)==1
4 | g(2) = 0;
5 | end
6 |
7 | temp = roots([1, -g(1), -g(2)]);
8 | d = max(temp);
9 | r = min(temp);
10 | tau_d = -1/log(d);
11 | tau_r = -1/log(r);
12 |
13 | tau_dr = [tau_d, tau_r];
--------------------------------------------------------------------------------
/functions/exp2ar.m:
--------------------------------------------------------------------------------
1 | function g = exp2ar(tau_dr)
2 | %% convert a convolution function to an AR(2) model
3 |
4 | d = exp(-1/tau_dr(1));
5 | r = exp(-1/tau_dr(2));
6 |
7 | g(1) = d+r;
8 | g(2) = -d*r;
--------------------------------------------------------------------------------
/functions/exp2kernel.m:
--------------------------------------------------------------------------------
1 | function ht = exp2kernel(taus, nmax)
2 | %% create the convolution kernel given tau_rise and tau_decay
3 |
4 | %% inputs:
5 | % taus: 1*2 vector, [tau_decay tau_rise]
6 | % nmax: scalar, length of the kernel
7 |
8 | %% outputs:
9 | % ht: nmax*1 kernel, convolution kernel
10 |
11 | %% Author: Pengcheng Zhou, Carnegie Mellon University, 2016
12 |
13 | t = (1:nmax)';
14 | d = exp(-1./taus(1));
15 | r = exp(-1./taus(2));
16 | ht = (exp(log(d)*t) - exp(log(r)*t) ) / (d - r);
17 | ht = ht/sum(ht);
--------------------------------------------------------------------------------
/functions/init_fig.m:
--------------------------------------------------------------------------------
1 | set(gcf, 'color', 'w', ...
2 | 'defaultAxesFontSize', 20, ...)
3 | 'defaultlinelinewidth',2, ...
4 | 'paperposition', [0, 0, get(gcf, 'papersize')]);
5 |
6 | % screen size
7 | tmp_fig_size = round(100*get(gcf, 'papersize'));
8 | screen_size = get(0, 'ScreenSize');
9 | if ~exist('fig_x0', 'var')
10 | fig_x0 = screen_size(3)/2 - tmp_fig_size(1)/2;
11 | end
12 | if ~exist('fig_y0', 'var')
13 | fig_y0 = screen_size(4)/2 - tmp_fig_size(2)/2;
14 | end
15 | set(gcf, 'position', [fig_x0, fig_y0, tmp_fig_size]);
16 |
17 | clear fig_x0 fig_y0;
--------------------------------------------------------------------------------
/functions/max_ht.m:
--------------------------------------------------------------------------------
1 | function vmax = max_ht(pars1, pars2)
2 | %% Get the maximum response value following one calcium transient
3 | %% inputs:
4 | % pars1: if nargin<2, pars1 is the AR coefficients; else pars1 is the
5 | % decay time constant
6 | % pars2: the rising time constant
7 | %% outputs:
8 | % ht: nmax*1 kernel, convolution kernel
9 |
10 | %% Author: Pengcheng Zhou, Carnegie Mellon University, 2016
11 | if nargin<2
12 | if length(pars1) ==1
13 | % AR1 model
14 | vmax = 1;
15 | return;
16 | else
17 | % AR2 model
18 | taus = ar2exp(pars1);
19 | end
20 | else
21 | taus = [pars1, pars2];
22 | end
23 |
24 | t = (1:ceil(taus(1)*2))';
25 | d = exp(-1./taus(1));
26 | r = exp(-1./taus(2));
27 | ht = (exp(log(d)*t) - exp(log(r)*t) ) / (d - r);
28 | vmax = max(ht);
--------------------------------------------------------------------------------
/missing_functions/.gitignore:
--------------------------------------------------------------------------------
1 | *.m
--------------------------------------------------------------------------------
/packages/MCMC/.gitignore:
--------------------------------------------------------------------------------
1 |
2 | *.m~
3 |
4 | *.m~
5 |
--------------------------------------------------------------------------------
/packages/MCMC/utilities/lambda_rate.m:
--------------------------------------------------------------------------------
1 | function lam = lambda_rate(t,lambda)
2 |
3 | % function for calculating the spike rate at a given time.
4 | % Currently, only homogeneous Poisson prior rates are accepted.
5 |
6 | % Author: Eftychios A. Pnevmatikakis, 2016, Simons Foundation.
7 |
8 | lam = lambda;
--------------------------------------------------------------------------------
/packages/MCMC/utilities/make_G_matrix.m:
--------------------------------------------------------------------------------
1 | function G = make_G_matrix(T,g,varargin)
2 |
3 | % creates the sparse Toeplitz matrix that models the AR dynamics
4 |
5 | % Inputs:
6 | % T: size of matrix (number of total timebins)
7 | % g: discrete time constants
8 |
9 | % Output:
10 | % G: matrix of AR dynamics
11 | % Author: Eftychios A. Pnevmatikakis, 2016, Simons Foundation.
12 |
13 | if length(g) == 1 && g < 0
14 | g=0;
15 | end
16 |
17 | G = spdiags(ones(T,1)*[-flipud(g(:))',1],-length(g):0,T,T);
18 | if nargin == 3
19 | sl = [0;cumsum(varargin{1}(:))];
20 | for i = 1:length(sl)-1
21 | G(sl(i)+1,sl(i+1))=0;
22 | end
23 | end
--------------------------------------------------------------------------------
/packages/MCMC/utilities/samples_cell2mat.m:
--------------------------------------------------------------------------------
1 | function spikeRaster = samples_cell2mat(sampleCell,T,Dt)
2 |
3 | % Constructs matrix of spike raster plot from cell array of spike times
4 |
5 | % Inputs:
6 | % sampleCell: Cell array with spike times in continuous time (SAMPLES.ss)
7 | % T: End time of trace/experiment
8 | % Dt: Time-bin resolution (default: 1)
9 |
10 | % Output:
11 | % spikeRaster: Spike raster plot matrix
12 |
13 | % Author: Eftychios A. Pnevmatikakis and Josh Merel
14 |
15 | if nargin == 2
16 | Dt = 1;
17 | end
18 | bins = 0:Dt:(T-Dt);
19 | nsamples = length(sampleCell);
20 | spikeRaster = zeros(nsamples,length(bins));
21 | for i = 1:nsamples
22 | tmp = histc([sampleCell{i}(:); inf],[bins, (T+1)]);
23 | spikeRaster(i,:) = tmp(1:(end-1))';
24 | end
--------------------------------------------------------------------------------
/packages/MCMC/utilities/tau_c2d.m:
--------------------------------------------------------------------------------
1 | function [g,h1] = tau_c2d(tau_r,tau_d,dt)
2 |
3 | % convert continuous time constants to discrete with resolution dt
4 | % h(t) = (1-exp(-t/tau_r))*exp(-t/tau_d)
5 | % g: discrete time constants
6 | % h1: h(dt);
7 | % h*s can be written in discrete form as filter(h1,[1,-g],s)
8 |
9 | % Author: Eftychios A. Pnevmatikakis, 2016, Simons Foundation
10 |
11 | A = [-(2/tau_d+1/tau_r), - (tau_r+tau_d)/(tau_r*tau_d^2); 1 0];
12 | lc = eig(A*dt);
13 | ld = exp(lc);
14 | g = [sum(ld),-prod(ld)];
15 | h1 = (1-exp(-dt/tau_r))*exp(-dt/tau_d);
--------------------------------------------------------------------------------
/packages/MCMC/utilities/tau_d2c.m:
--------------------------------------------------------------------------------
1 | function tau = tau_d2c(g,dt)
2 |
3 | % convert discrete time constantswith resolution dt to continuous
4 | % h(t) = (1-exp(-t/tau(1)))*exp(-t/tau(2))
5 |
6 | % Author: Eftychios A. Pnevmatikakis, 2016, Simons Foundation
7 |
8 | gr = max(roots([1,-g(:)']),0);
9 | p1_continuous = log(min(gr))/dt;
10 | p2_continuous = log(max(gr))/dt;
11 | tau_1 = -1/p1_continuous; %tau h - smaller (tau_d * tau_r)/(tau_d + tau_r)
12 | tau_2 = -1/p2_continuous; %tau decay - larger
13 |
14 | tau_rise = 1/(1/tau_1 - 1/tau_2);
15 | tau = [tau_rise,tau_2]; %tau_h , tau_d
--------------------------------------------------------------------------------
/packages/MCMC/wrapper.m:
--------------------------------------------------------------------------------
1 | clear;
2 | load traceData.mat;
3 | addpath utilities
4 | addpath(genpath('../constrained-foopsi'));
5 | %Y = squeeze(traceData.traces(129,7,:)); % pick a particular trace (low SNR)
6 | Y = mean(squeeze(traceData.traces(:,7,:))); % average over ROI (high SNR)
7 |
8 | %% run MCMC sampler and plot results
9 | params.p = 1;
10 | params.print_flag = 1;
11 | params.B = 300;
12 | SAMP = cont_ca_sampler(Y,params);
13 | plot_continuous_samples(SAMP,Y);
--------------------------------------------------------------------------------
/packages/constrained-foopsi/.gitignore:
--------------------------------------------------------------------------------
1 |
2 | *.m~
3 | *.gif
4 |
--------------------------------------------------------------------------------
/packages/constrained-foopsi/acknowledgements.txt:
--------------------------------------------------------------------------------
1 | Thanks to D. Soudry, W. Yang and D. Greenberg
2 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/conj.m:
--------------------------------------------------------------------------------
1 | function y = conj( x )
2 |
3 | %Disciplined convex/geometric programming information for CONJ:
4 | % CONJ(X) imposes no convexity restrictions on its arguments. However,
5 | % since CONJ(X)=X when X is real, it is only useful for complex
6 | % affine expressions.
7 |
8 | y = cvx( x.size_, conj( x.basis_ ) );
9 |
10 | % Copyright 2005-2016 CVX Research, Inc.
11 | % See the file LICENSE.txt for full copyright information.
12 | % The command 'cvx_where' will show where this file is located.
13 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/disp.m:
--------------------------------------------------------------------------------
1 | function disp( x, prefix )
2 | if nargin < 2,
3 | prefix = '';
4 | end
5 | disp( [ prefix, 'cvx ', cvx_class( x, true, true, true ), ' expression (', type( x ), ')' ] );
6 | dual = cvx_getdual( x );
7 | if ~isempty( dual ),
8 | disp( [ prefix, ' tied to dual variable: ', dual.subs ] );
9 | end
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/end.m:
--------------------------------------------------------------------------------
1 | function y = end( x, k, n )
2 |
3 | %Disciplined convex/geometric programming information for END:
4 | % The use of END as an array subscript (e.g., X(:,end)) is identical
5 | % with CVX variables as it is for numeric vectors and arrays.
6 |
7 | sz = size( x );
8 | nz = length( sz );
9 | if k > nz,
10 | y = 1;
11 | elseif k < n || nz <= n,
12 | y = sz( k );
13 | else
14 | y = prod( sz( k : end ) );
15 | end
16 |
17 | % Copyright 2005-2016 CVX Research, Inc.
18 | % See the file LICENSE.txt for full copyright information.
19 | % The command 'cvx_where' will show where this file is located.
20 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/full.m:
--------------------------------------------------------------------------------
1 | function z = full( x )
2 |
3 | % Disciplined convex/geometric programming information for FULL (+):
4 | % This is effectively a "no-op", and can be used in DCPs and DGPs
5 | % without restrictions.
6 |
7 | z = x;
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/horzcat.m:
--------------------------------------------------------------------------------
1 | function y = horzcat( varargin )
2 | y = cat( 2, varargin{:} );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/imag.m:
--------------------------------------------------------------------------------
1 | function y = imag( x )
2 |
3 | %Disciplined convex/geometric programming information for IMAG:
4 | % IMAG(X) may be freely applied to any CVX expression. Of course,
5 | % IMAG(X)=0 for all real expressions (including convex, concave,
6 | % log-convex, and log-concave), so it is primarily useful in the
7 | % complex affine case.
8 |
9 | y = cvx( x.size_, imag( x.basis_ ) );
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/isreal.m:
--------------------------------------------------------------------------------
1 | function y = isreal( x, full )
2 |
3 | %Disciplined convex/geometric programming information for ISREAL:
4 | % ISREAL(X) may be freely applied to any CVX expression. It will
5 | % return TRUE for all real affine, convex, concave, log-convex,
6 | % and log-concave expressions, and FALSE for complex affine
7 | % expressions.
8 |
9 | y = x.basis_;
10 | if nargin > 1 && full,
11 | y = any( imag( y ), 1 );
12 | else
13 | y = isreal( x.basis_ ) | nnz(imag(x.basis_)) == 0;
14 | end
15 |
16 | % Copyright 2005-2016 CVX Research, Inc.
17 | % See the file LICENSE.txt for full copyright information.
18 | % The command 'cvx_where' will show where this file is located.
19 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/mpower.m:
--------------------------------------------------------------------------------
1 | function z = mpower( x, y )
2 |
3 | % Disciplined convex/geometric programming information for MPOWER (^):
4 | % The CVX version of the matrix power function Z=X.^Y supports only
5 | % the case where X and Y are scalars. In such instances, the rules
6 | % are identical to those outlined in the help for CVX/POWER.
7 |
8 | if length( x ) == 1 && length( y ) == 1,
9 | z = power( x, y );
10 | else
11 | error( 'Disciplined convex programming error:\n Matrix powers not permitted.', 1 ); %#ok
12 | end
13 |
14 | % Copyright 2005-2016 CVX Research, Inc.
15 | % See the file LICENSE.txt for full copyright information.
16 | % The command 'cvx_where' will show where this file is located.
17 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/ne.m:
--------------------------------------------------------------------------------
1 | function a = ne( x, y )
2 |
3 | % Disciplined convex/geometric programming information for NE (~=):
4 | % Not-equal constraints violate both the DCP and DGP rulesets. Thus
5 | % not-equal expressions may only appear in CVX models when both
6 | % sides are constant.
7 |
8 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '~=' );
9 | if nargout, a = b; end
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/real.m:
--------------------------------------------------------------------------------
1 | function y = real( x )
2 |
3 | % Disciplined convex/geometric programming information for REAL:
4 | % REAL(X) may be freely applied to any CVX expression. However,
5 | % since REAL(X)=X for all real expressions (including convex,
6 | % concave, log-convex, and log-concave), it is only useful in
7 | % the complex affine case.
8 |
9 | y = cvx( x.size_, real( x.basis_ ) );
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/subsref.m:
--------------------------------------------------------------------------------
1 | function x = subsref( x, S )
2 |
3 | % Disciplined convex/geometric programming information for SUBSREF:
4 | % The use of subscripts to extract elements or "slices" of any CVX
5 | % variable is identical to their use with numeric arrays. All
6 | % conventions are preserved, including the colon ':' and 'end'.
7 |
8 | narginchk(2,2);
9 |
10 | try
11 | ndxs = builtin( 'subsref', reshape( 1 : prod( x.size_ ), x.size_ ), S );
12 | catch errmsg
13 | error( errmsg.identifier, errmsg.message );
14 | end
15 |
16 | x = cvx( size( ndxs ), x.basis_( :, ndxs ) );
17 |
18 | % Copyright 2005-2016 CVX Research, Inc.
19 | % See the file LICENSE.txt for full copyright information.
20 | % The command 'cvx_where' will show where this file is located.
21 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/uplus.m:
--------------------------------------------------------------------------------
1 | function z = uplus( x )
2 |
3 | % Disciplined convex/geometric programming information for UPLUS (+):
4 | % Unary plus may be used in DCPs and DGPs without restrictions.
5 |
6 | z = x;
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/var.m:
--------------------------------------------------------------------------------
1 | function y = var( varargin )
2 |
3 | %STD Internal cvx version.
4 |
5 | y = square_pos( std( varargin{:} ) );
6 |
7 | % Copyright 2005-2016 CVX Research, Inc.
8 | % See the file LICENSE.txt for full copyright information.
9 | % The command 'cvx_where' will show where this file is located.
10 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvx/vertcat.m:
--------------------------------------------------------------------------------
1 | function y = vertcat( varargin )
2 |
3 | % Disciplined convex/geometric programming information for VERTCAT:
4 | % VERTCAT imposes no convexity restrictions on its arguments.
5 |
6 | y = cat( 1, varargin{:} );
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
--------------------------------------------------------------------------------
/packages/cvx/builtins/@cvxcnst/ne.m:
--------------------------------------------------------------------------------
1 | function a = ne( x, y )
2 |
3 | % Disciplined convex/geometric programming information for NE (~=):
4 | % Not-equal constraints violate both the DCP and DGP rulesets. Thus
5 | % not-equal expressions may only appear in CVX models when both
6 | % sides are constant.
7 |
8 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '~=' );
9 | if nargout, a = b; end
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/commands/cvx_clear.m:
--------------------------------------------------------------------------------
1 | % CVX_CLEAR Clears all active CVX data.
2 | % CVX_CLEAR clears the current CVX model in progress. This is useful if, for
3 | % example, you have made an error typing in your model and wish to start
4 | % over. Typing this before entering another CVX_BEGIN again avoids the
5 | % warning message that occurs if CVX_BEGIN detects a model in progress.
6 |
7 | prob = evalin( 'caller', 'cvx_problem', '[]' );
8 | if isa( prob, 'cvxprob' ),
9 | evalin( 'caller', 'pop( cvx_problem, ''clear'' )' );
10 | end
11 | % cvx_clearpath( 1 );
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
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/packages/cvx/doc/_sources/index.txt:
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1 | .. CVX documentation master file, created by
2 | sphinx-quickstart on Tue Jun 26 20:00:08 2012.
3 | You can adapt this file completely to your liking, but it should at least
4 | contain the root `toctree` directive.
5 |
6 | ================
7 | CVX Users' Guide
8 | ================
9 |
10 | .. toctree::
11 | intro
12 | install
13 | quickstart
14 | basics
15 | dcp
16 | sdp
17 | gp
18 | solver
19 | funcref
20 | support
21 | advanced
22 | license
23 | citing
24 | credits
25 | gurobi
26 | mosek
27 |
28 | .. _CVX Support: http://support.cvxr.com/
29 | .. _CVX Sales: mailto:sales@cvxr.com
30 | .. _Licensing: http://cvxr.com/cvx/licensing
31 | .. _Academic License Request: http://cvxr.com/cvx/academic
32 |
33 |
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1 | % Computes the step response of a linear system
2 |
3 | function X = simple_step(A,B,DT,N)
4 | n = size(A,1);
5 | Ad = expm( full( A * DT ) );
6 | Bd = ( Ad - eye(n) ) * B;
7 | Bd = A \ Bd;
8 | X = zeros(n,N);
9 | for k = 2 : N,
10 | X(:,k) = Ad*X(:,k-1)+Bd;
11 | end
12 |
13 |
14 |
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/packages/cvx/examples/cvxbook/Ch05_duality/Contents.m:
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1 | % Chapter 5: Duality
2 | %
3 | % qcqp.m - Section 5.2.4: Solves a simple QCQP
4 | % matrix_games.m - Section 5.2.5: Mixed strategies for matrix games
5 | % matrix_games_LP.m - Section 5.2.5: Mixed strategies for matrix games (LP formulation)
6 | % norm_approx.m - Examples 5.6,5.8: An l_p norm approximation problem
7 | % ex_5_19.m - Exercise 5.19c: Markovitz portfolio optimization w/ diversification constraint
8 | % ex_5_1.m - Exercise 5.1d: Sensitivity analysis for a simple QCQP
9 | % ex_5_33.m - Exercise 5.33: Parametrized l1-norm approximation
10 | % ex_5_39.m - Exercise 5.39: SDP relaxations of the two-way partitioning problem
11 | help Contents
12 |
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1 | function prob = cher( A, b, Sigma );
2 |
3 | % Computes Chernoff upper bounds on probability
4 | %
5 | % Computes a bound on the probability that a Gaussian random vector
6 | % N(0,Sigma) satisfies A x <= b, by solving a QP
7 | %
8 |
9 | [ m, n ] = size( A );
10 | cvx_begin quiet
11 | variable u( m )
12 | minimize( b' * u + 0.5 * sum_square( chol( Sigma ) * A' * u ) )
13 | subject to
14 | u >= 0;
15 | cvx_end
16 | prob = exp( cvx_optval );
17 |
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1 | function prob = montecarlo(A,b,Sigma,notrials);
2 |
3 | % Probability estimate using Monte Carlo methods
4 | %
5 | % Estimates the probability that a random vector x in R2
6 | % with mean zero and covariance Sigma satisfies Ax <= b,
7 | % based on 100 * notrials trials. Sigma must be PSD.
8 |
9 | m = size(A,1);
10 |
11 | R = chol(Sigma); % Y = R^{-T}X has covariance I
12 | X = R'*randn(2,notrials);
13 | prob = length(find(sum(A*X - b(:,ones(1,notrials)) < 0) == m))/notrials;
14 |
15 | for i=1:99
16 | X = R'*randn(2,notrials);
17 | prob = 0.5*(prob + ...
18 | length(find(sum(A*X - b(:,ones(1,notrials)) < 0) == m))/notrials);
19 | end;
20 |
21 |
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1 | % Chapter 11: Interior-point methods
2 | %
3 | % log_utility_flow.m - Section 11.8.4: Network rate optimization
4 | help Contents
5 |
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1 | % Figures, examples, and exercises from the book Convex Optimization
2 | %
3 | % Ch04_cvx_opt_probs/ - Chapter 4: Convex optimization problems
4 | % Ch05_duality/ - Chapter 5: Duality
5 | % Ch06_approx_fitting/ - Chapter 6: Approximation and fitting
6 | % Ch07_statistical_estim/ - Chapter 7: Statistical estimation
7 | % Ch08_geometric_probs/ - Chapter 8: Geometric problems
8 | % Ch11_intpt_methods/ - Chapter 11: Interior-point methods
9 | help Contents
10 |
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1 | % Examples from A Tutorial on Geometric Programming
2 | %
3 | % max_volume_box.m - Box volume maximization
4 | % simple_dig_ckt_sizing.m - Digital circuit sizing
5 | % simple_dig_ckt_sizing_vect.m - Digital circuit sizing (vectorized)
6 | % elmore_interconnect.m - Elmore delay sizing for an interconnect network.
7 | % floor_planning.m - Floor planning with an optimal trade-off curve.
8 | % basic_odp.m - Optimal doping profile optimization
9 | % beta_min_odp.m - Optimal doping profile optimization with current gain constraint.
10 | % power_control.m - Simple power control in communication systems via GP.
11 | help Contents
12 |
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1 | % Examples employing logarithms, exponentials, and entropy functions
2 | %
3 | % max_entropy.m - Entropy maximization
4 | % sparse_covariance_est.m - Sparse covariance estimation for Gaussian variables
5 | % sparse_covariance_est_tradeoff.m - Sparse covariance estimation for Gaussian variables
6 | % weighted_analytic_center.m - Weighted analytic center of a set of linear inequalities
7 | help Contents
8 |
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/packages/cvx/examples/log_exp/max_entropy.m:
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/packages/cvx/examples/log_exp/weighted_analytic_center.m:
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1 | % Weighted analytic center of a set of linear inequalities
2 | % Joëlle Skaf - 04/29/08
3 | %
4 | % The weighted analytic center of a set of linear inequalities:
5 | % a_i^Tx <= b_i i=1,...,m,
6 | % is the solution of the unconstrained minimization problem
7 | % minimize -sum_{i=1}^m w_i*log(b_i-a_i^Tx),
8 | % where w_i>0
9 |
10 | % Input data
11 | randn('state', 0);
12 | rand('state', 0);
13 | n = 10;
14 | m = 50;
15 | tmp = randn(n,1);
16 | A = randn(m,n);
17 | b = A*tmp + 2*rand(m,1);
18 | w = rand(m,1);
19 |
20 | % Analytic center
21 | cvx_begin
22 | variable x(n)
23 | minimize -sum(w.*log(b-A*x))
24 | cvx_end
25 |
26 | disp('The weighted analytic center of the set of linear inequalities is: ');
27 | disp(x);
28 |
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/packages/cvx/examples/simple_LP.m:
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1 | % Builds and solves a simple linear program
2 |
3 | echo on
4 |
5 | n = 100;
6 | A = randn(0.5*n,n);
7 | b = randn(0.5*n,1);
8 | c = randn(n,1);
9 | d = randn;
10 | cvx_begin
11 | variable x(n)
12 | dual variables y z
13 | minimize( c' * x + d )
14 | subject to
15 | y : A * x == b;
16 | z : x >= 0;
17 | cvx_end
18 |
19 | echo off
20 |
21 |
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/packages/cvx/examples/simple_LP2.m:
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1 | % Builds and solves a simple inequality-constrained linear program
2 |
3 | echo on
4 |
5 | n = 10;
6 | A = randn(2*n,n);
7 | b = randn(2*n,1);
8 | c = randn(n,1);
9 | d = randn;
10 | cvx_begin
11 | variable x(n)
12 | dual variables y z
13 | minimize( c' * x + d )
14 | subject to
15 | y : A * x <= b;
16 | cvx_end
17 |
18 | echo off
19 |
20 |
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/packages/cvx/examples/simple_LS.m:
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1 | % Builds and solves a simple least-squares problem using cvx
2 |
3 | echo on
4 |
5 | n = 100;
6 | A = randn(2*n,n);
7 | b = randn(2*n,1);
8 | cvx_begin
9 | variable x(n)
10 | minimize( norm( A*x-b ) )
11 | cvx_end
12 |
13 | echo off
14 |
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/packages/cvx/examples/sparse_heuristics/Contents.m:
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1 | % Sparse solution heuristics
2 | %
3 | % sparse_solution.m - Computing a sparse solution of a set of linear inequalities
4 | % sparse_infeas_dual.m - Detecting a small subset of infeasible linear inequalities
5 | % sparse_infeas.m - Finding a point that satisfies many linear inequalities
6 | help Contents
7 |
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/packages/cvx/examples/time_series_analysis/Contents.m:
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1 | % Example from l1 Trend Filtering
2 | %
3 | % l1_trend_filter_snp500.m - l1 trend filtering
4 | % snp500.txt - (no title)
5 | help Contents
6 |
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/packages/cvx/functions/@cvx/inv_pos.m:
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1 | function y = inv_pos( x )
2 |
3 | %INV_POS Internal cvx version.
4 |
5 | y = pow_cvx( x, -1, 'pow_p' );
6 |
7 | % Copyright 2005-2016 CVX Research, Inc.
8 | % See the file LICENSE.txt for full copyright information.
9 | % The command 'cvx_where' will show where this file is located.
10 |
11 |
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/packages/cvx/functions/@cvx/pow_abs.m:
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1 | function y = pow_abs( x, p )
2 |
3 | %POW_ABS Internal cvx version.
4 |
5 | narginchk(2,2);
6 | if ~cvx_isconstant( p ),
7 | error( 'Second argument must be constant.' );
8 | elseif ~isreal( p ),
9 | error( 'Second argument must be real.' );
10 | elseif any( cvx_constant( p(:) ) < 1 ),
11 | error( 'Second argument must be greater than or equal to one.' );
12 | end
13 | y = pow_cvx( x, p, 'pow_abs' );
14 |
15 | % Copyright 2005-2016 CVX Research, Inc.
16 | % See the file LICENSE.txt for full copyright information.
17 | % The command 'cvx_where' will show where this file is located.
18 |
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/packages/cvx/functions/@cvx/pow_p.m:
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1 | function y = pow_p( x, p )
2 |
3 | %POW_P Internal cvx version.
4 |
5 | narginchk(2,2);
6 | y = pow_cvx( x, p, 'pow_p' );
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
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/packages/cvx/functions/@cvx/pow_pos.m:
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1 | function y = pow_pos( x, p )
2 |
3 | %POW_POS Internal cvx version.
4 |
5 | narginchk(2,2);
6 | if ~cvx_isconstant( p ),
7 | error( 'Second argument must be constant.' );
8 | elseif ~isreal( p ),
9 | error( 'Second argument must be real.' );
10 | end
11 | p = cvx_constant( p );
12 | if nnz( p < 1 ),
13 | error( 'Second argument must be greater than or equal to 1.\n(Use POW_P for exponents less than 1.)', 1 ); %#ok
14 | end
15 | y = pow_cvx( x, p, 'pow_pos' );
16 |
17 | % Copyright 2005-2016 CVX Research, Inc.
18 | % See the file LICENSE.txt for full copyright information.
19 | % The command 'cvx_where' will show where this file is located.
20 |
21 |
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/packages/cvx/functions/@cvx/quad_pos_over_lin.m:
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1 | function cvx_optval = quad_pos_over_lin( x, y, varargin ) %#ok
2 |
3 | %QUAD_POS_OVER_LIN Internal cvx version.
4 |
5 | narginchk(2,3);
6 | if ~isreal( x ),
7 | error( 'First input must be real.' );
8 | end
9 | x2 = [];
10 | cvx_begin
11 | variable x2( size(x) )
12 | minimize quad_over_lin( x2, y, varargin{:} );
13 | x2 >= x; %#ok
14 | cvx_end
15 |
16 | % Copyright 2005-2016 CVX Research, Inc.
17 | % See the file LICENSE.txt for full copyright information.
18 | % The command 'cvx_where' will show where this file is located.
19 |
20 |
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/packages/cvx/functions/@cvx/sigma_max.m:
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1 | function cvx_optval = sigma_max( x )
2 |
3 | %SIGMA_MAX Internal cvx version.
4 |
5 | narginchk(1,1);
6 | if ndims( x ) > 2, %#ok
7 | error( 'lambda_max is not defined for N-D arrays.' );
8 | elseif ~cvx_isaffine( x ),
9 | error( 'Input must be affine.' );
10 | end
11 |
12 | %
13 | % Construct problem
14 | %
15 |
16 | [ m, n ] = size( x );
17 | cvx_optval = lambda_max( [ zeros( m, m ), x ; x', zeros( n, n ) ] );
18 |
19 | % Copyright 2005-2016 CVX Research, Inc.
20 | % See the file LICENSE.txt for full copyright information.
21 | % The command 'cvx_where' will show where this file is located.
22 |
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/packages/cvx/functions/@cvx/square_abs.m:
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1 | function cvx_optval = square_abs( x )
2 |
3 | %SQUARE_ABS Internal cvx version.
4 |
5 | narginchk(1,1);
6 | cvx_optval = pow_abs( x, 2 );
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
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/packages/cvx/functions/@cvx/square_pos.m:
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1 | function cvx_optval = square_pos( x )
2 |
3 | %SQUARE_POS Internal cvx version.
4 |
5 | narginchk(1,1);
6 | cvx_optval = pow_pos( x, 2 );
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
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/packages/cvx/functions/@cvx/sum_log.m:
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1 | function y = sum_log( x, dim )
2 |
3 | %SUM_LOG Internal CVX version.
4 |
5 | cvx_expert_check( 'sum_log', x );
6 | narginchk(1,2);
7 | if nargin == 2,
8 | y = size( x, dim ) * log( geo_mean( x, dim ) );
9 | else
10 | y = length( x ) * log( geo_mean( x ) );
11 | end
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
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/packages/cvx/functions/@cvx/sum_square.m:
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1 | function cvx_optval = sum_square( x, varargin )
2 |
3 | %SUM_SQUARE Internal cvx version.
4 |
5 | narginchk(1,2);
6 | if ~isreal( x ),
7 | error( 'Disciplined convex programming error:\n The argument to SUM_SQUARE must be real and affine.', 1 ); %#ok
8 | end
9 | cvx_optval = quad_over_lin( x, 1, varargin{:} );
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
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/packages/cvx/functions/@cvx/sum_square_abs.m:
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1 | function cvx_optval = sum_square_abs( x, varargin )
2 |
3 | %SUM_SQUARE_ABS Internal cvx version.
4 |
5 | narginchk(1,2);
6 | cvx_optval = quad_over_lin( x, 1, varargin{:} );
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
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/packages/cvx/functions/@cvx/sum_square_pos.m:
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1 | function cvx_optval = sum_square_pos( x, varargin ) %#ok
2 |
3 | %SUM_SQUARE_POS Internal cvx version.
4 |
5 | narginchk(1,2);
6 | x2 = [];
7 | cvx_begin
8 | variable x2( size( x ) );
9 | minimize( sum_square( x2, varargin{:} ) );
10 | x2 >= x; %#ok
11 | cvx_end
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
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/packages/cvx/functions/@cvx/vec.m:
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1 | function x = vec( x )
2 |
3 | % VEC CVX implementation of vec
4 |
5 | x.size_ = [prod(x.size_),1];
6 |
7 | % Copyright 2005-2016 CVX Research, Inc.
8 | % See the file LICENSE.txt for full copyright information.
9 | % The command 'cvx_where' will show where this file is located.
10 |
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/packages/cvx/functions/geomean.m:
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1 | function y = geomean( varargin )
2 |
3 | %GEOMEAN Geometric mean.
4 | % GEOMEAN(X) = GEO_MEAN(X) = PROD(X).^(1/LENGTH(X)). We have replaced this
5 | % function with GEO_MEAN to better match our function naming conventions.
6 | % Please start using it instead.
7 |
8 | warning( 'CVX:Renamed', [ ...
9 | 'The function "geomean" has been renamed "geo_mean". Please start\n', ...
10 | 'using the new name. The old name will be removed in a future release.' ], 1 );
11 |
12 | y = geo_mean( varargin{:} );
13 |
14 | % Copyright 2005-2016 CVX Research, Inc.
15 | % See the file LICENSE.txt for full copyright information.
16 | % The command 'cvx_where' will show where this file is located.
17 |
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/packages/cvx/functions/inv_pos.m:
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1 | function y = inv_pos( x )
2 |
3 | %INV_POS Reciprocal of a positive quantity.
4 | % INV_POS(X) returns 1./X if X is positive, and +Inf otherwise.
5 | % X must be real.
6 | %
7 | % For matrices and N-D arrays, the function is applied to each element.
8 | %
9 | % Disciplined convex programming information:
10 | % INV_POS is convex and nonincreasing; therefore, when used in CVX
11 | % specifications, its argument must be concave (or affine).
12 |
13 | narginchk(1,1);
14 | if ~isreal( x ),
15 | error( 'Input must be real.' );
16 | end
17 | y = 1.0 ./ max( x, 0 );
18 |
19 | % Copyright 2005-2016 CVX Research, Inc.
20 | % See the file LICENSE.txt for full copyright information.
21 | % The command 'cvx_where' will show where this file is located.
22 |
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/packages/cvx/functions/lambda_min.m:
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1 | function z = lambda_min( Y )
2 |
3 | % LAMBDA_MIN Minimum eigenvalue of a symmetric matrix.
4 | % For square matrix X, LAMBDA_MIN(X) is MIN(EIG(X)) if X is Hermitian
5 | % or symmetric and real; and -Inf otherwise.
6 | %
7 | % An error results if X is not a square matrix.
8 | %
9 | % Disciplined convex programming information:
10 | % LAMBDA_MIN is concave and nonmonotonic (at least with respect to
11 | % elementwise comparison), so its argument must be affine.
12 |
13 | narginchk(1,1);
14 | z = - lambda_max( -Y );
15 |
16 | % Copyright 2005-2016 CVX Research, Inc.
17 | % See the file LICENSE.txt for full copyright information.
18 | % The command 'cvx_where' will show where this file is located.
19 |
20 |
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/packages/cvx/functions/logsumexp.m:
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1 | function y = logsumexp( varargin )
2 |
3 | %LOGSUMEXP log(sum(exp(x))).
4 | % LOGSUMEXP(X) = LOG_SUM_EXP(X) = LOG(SUM(EXP(X)). We have replaced this
5 | % function with LOG_SUM_EXP to better match our function naming
6 | % conventions. Please start using it instead.
7 |
8 | warning( 'CVX:Renamed', [ ...
9 | 'The function "logsumexp" has been renamed "log_sum_exp". Please start\n', ...
10 | 'using the new name. The old name will be removed in a future release.' ], 1 );
11 |
12 | y = log_sum_exp( varargin{:} );
13 |
14 | % Copyright 2005-2016 CVX Research, Inc.
15 | % See the file LICENSE.txt for full copyright information.
16 | % The command 'cvx_where' will show where this file is located.
17 |
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/packages/cvx/functions/norm_nuc.m:
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1 | function z = norm_nuc( x )
2 |
3 | %NORM_NUC Nuclear norm of a matrix.
4 | % NORM_NUC(X) = SUM(SVD(X)). X must be a 2-D matrix, real or complex.
5 | %
6 | % Disciplined convex programming information:
7 | % NORM_NUC(X) is convex and nonmontonic in X, so X must be affine.
8 |
9 | narginchk(1,1);
10 | z = sum(svd(x));
11 |
12 | % Copyright 2005-2016 CVX Research, Inc.
13 | % See the file LICENSE.txt for full copyright information.
14 | % The command 'cvx_where' will show where this file is located.
15 |
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/packages/cvx/functions/polyenv.m:
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1 | function y = polyenv( varargin )
2 |
3 | %POLYENV Evaluate the convex or concave envelope of a polynomial.
4 | % We have replaced this function with POLY_ENV to better match our
5 | % function naming conventions. Please start using it instead.
6 |
7 | warning( 'CVX:Renamed', [ ...
8 | 'The function "polyenv" has been renamed "poly_env". Please start using\n', ...
9 | 'the new name. The old name will be removed in a future release.' ], 1 );
10 |
11 | y = poly_env( varargin{:} );
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
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/packages/cvx/functions/pos.m:
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1 | function y = pos( x )
2 |
3 | % POS Positive part.
4 | % POS(X) = MAX(X,0). X must be real.
5 | %
6 | % Disciplined convex programming information:
7 | % POS(X) is convex and nondecreasing in X. Thus when used in CVX
8 | % expressions, X must be convex (or affine).
9 |
10 | narginchk(1,1);
11 | if ~isreal( x ),
12 |
13 | error( 'Argument must be real.' );
14 |
15 | else
16 |
17 | y = max( x, 0 );
18 |
19 | end
20 |
21 | % Copyright 2005-2016 CVX Research, Inc.
22 | % See the file LICENSE.txt for full copyright information.
23 | % The command 'cvx_where' will show where this file is located.
24 |
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/packages/cvx/functions/sigma_max.m:
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1 | function z = sigma_max( x )
2 |
3 | %SIGMA_MAX Maximum singular value.
4 | % SIGMA_MAX(X) returns the maximum singular value of X. X must be a 2-D
5 | % matrix, real or complex. SIGMA_MAX(X) is synonymous with NORM(X).
6 | %
7 | % Disciplined convex programming information:
8 | % SIGMA_MAX(X) is convex and nonmontonic in X, so X must be affine.
9 |
10 | narginchk(1,1);
11 | z = norm( x, 2 );
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
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/packages/cvx/functions/square_/square.m:
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1 | function y = square( x )
2 |
3 | %SQUARE Square.
4 | % SQUARE(X) is an array of the same size as X, whose elements are the
5 | % squares of the elements of X.
6 | %
7 | % Disciplined convex programming information:
8 | % If X is real, then SQUARE(X) is convex and nonmonotonic in X. If X
9 | % is complex, then SQUARE(X) is neither convex nor concave. Thus when
10 | % when use in CVX expressions, X must be real and affine.
11 |
12 | narginchk(1,1);
13 | y = x .* x;
14 |
15 | % Copyright 2005-2016 CVX Research, Inc.
16 | % See the file LICENSE.txt for full copyright information.
17 | % The command 'cvx_where' will show where this file is located.
18 |
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/packages/cvx/functions/square_abs.m:
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1 | function y = square_abs( x )
2 |
3 | %SQUARE_ABS Square of absolute value.
4 | % For real X, SQUARE_ABS(X) produces the same result as SQUARE(X); that
5 | % is, it squares the elements of X. For complex X, SQUARE_ABS(X) returns
6 | % a real array whose elements are the squares of the magnitudes of the
7 | % elements of X; that is, SQUARE_ABS(X) = CONJ(X).*X.
8 | %
9 | % Disciplined convex programming information:
10 | % SQUARE_ABS(X) is convex and nonmonotonic in X. Thus when used in
11 | % CVX expressions, X must be affine.
12 |
13 | narginchk(1,1);
14 | y = conj( x ) .* x;
15 |
16 | % Copyright 2005-2016 CVX Research, Inc.
17 | % See the file LICENSE.txt for full copyright information.
18 | % The command 'cvx_where' will show where this file is located.
19 |
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/packages/cvx/functions/square_pos.m:
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1 | function y = square_pos( x )
2 |
3 | %SQUARE_POS Square of positive part.
4 | % SQUARE_POS(X) is the square of the postive parts of the elements of X;
5 | % i.e., SQUARE_POS(X)=MAX(X,0).^2. X must be real.
6 | %
7 | % Disciplined convex programming information:
8 | % SQUARE_POS(X) is convex and nondecreasing in X. Thus when used in
9 | % CVX expressions, X must be convex (or affine).
10 |
11 | narginchk(1,1);
12 | if ~isreal( x ),
13 | error( 'Argument must be real.' );
14 | end
15 |
16 | y = square( max( x, 0 ) );
17 |
18 | % Copyright 2005-2016 CVX Research, Inc.
19 | % See the file LICENSE.txt for full copyright information.
20 | % The command 'cvx_where' will show where this file is located.
21 |
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/packages/cvx/functions/vec_/vec.m:
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1 | function v = vec( x )
2 |
3 | % VEC Vectorize.
4 | % VEC(X), where X is a vector, matrix, or N-D array, returns a column vector
5 | % containing all of the elements of X; i.e., VEC(X)=X(:).
6 |
7 | v = reshape( x, numel( x ), 1 );
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
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/packages/cvx/gurobi/EULA.pdf:
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/packages/cvx/gurobi/a64/grbgetkey:
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/packages/cvx/gurobi/a64/gurobi.mexa64:
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/packages/cvx/gurobi/a64/libgurobi75.so:
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/packages/cvx/keywords/Contents.m:
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1 | % CVX: Keywords for declaring variables and objectives
2 | % dual - Declares one or more dual variables.
3 | % epigraph - Declares an epigraph variable.
4 | % hypograph - Declares a hypograph variable.
5 | % maximize - Specifies a concave (or affine) objective to be maximized.
6 | % minimize - Specifies a convex (or affine) objective to be maximized.
7 | % subject - Implements the "subject to" keyword.
8 | % variable - Declares a single CVX variable with optional matrix structure.
9 | % variables - Declares one or more CVX variables.
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/keywords/In.m:
--------------------------------------------------------------------------------
1 | function y = In
2 | y = cvxin;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/keywords/subject.m:
--------------------------------------------------------------------------------
1 | function subject( to )
2 |
3 | %SUBJECT Implements the "subject to" keyword.
4 | % The keyword
5 | % SUBJECT TO
6 | % is a "no-op"---that is, it has no functional value. It is provided
7 | % solely to allow CVX models to read more closely to their mathematical
8 | % counterparts; e.g.
9 | % MINIMIZE( )
10 | % SUBJECT TO
11 | %
12 | % ...
13 | % It may be omitted without altering the model in any way.
14 |
15 | % We had some consistency checking code here, but given that this is supposed to be
16 | % no-op, it seems sensible to remove it all.
17 |
18 | % Copyright 2005-2016 CVX Research, Inc.
19 | % See the file LICENSE.txt for full copyright information.
20 | % The command 'cvx_where' will show where this file is located.
21 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cell/cvx_id.m:
--------------------------------------------------------------------------------
1 | function y = cvx_id( x )
2 | y = cellfun( @cvx_id, x );
3 | if isempty( y ),
4 | y = -Inf;
5 | else
6 | y = max( y( : ) );
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cell/cvx_setdual.m:
--------------------------------------------------------------------------------
1 | function x = cvx_setdual( x, y )
2 | x = cvx_setdual( cvxtuple( x ), y );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cell/cvx_value.m:
--------------------------------------------------------------------------------
1 | function y = cvx_value( x )
2 | global cvx___
3 | y = cellfun( @cvx_value, x, 'UniformOutput', false );
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_basis.m:
--------------------------------------------------------------------------------
1 | function y = cvx_basis( x )
2 | y = x.basis_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_constant.m:
--------------------------------------------------------------------------------
1 | function y = cvx_constant( x )
2 | y = cvx_reshape( x.basis_( 1, : ), x.size_ );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_getdual.m:
--------------------------------------------------------------------------------
1 | function z = cvx_getdual( x )
2 | z = x.dual_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_isaffine.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isaffine( x, full )
2 | narginchk(1,2);
3 | y = cvx_vexity( x );
4 | if nargin < 2,
5 | y = nnz( y ) == 0;
6 | else
7 | y = cvx_reshape( y == 0, x.size_ );
8 | end
9 |
10 | % Copyright 2005-2016 CVX Research, Inc.
11 | % See the file LICENSE.txt for full copyright information.
12 | % The command 'cvx_where' will show where this file is located.
13 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_isconcave.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconcave( x, full )
2 | narginchk(1,2);
3 | y = cvx_vexity( x );
4 | if nargin < 2,
5 | y = nnz( y > 0 ) == 0;
6 | else
7 | y = cvx_reshape( y <= 0, x.size_ );
8 | end
9 |
10 | % Copyright 2005-2016 CVX Research, Inc.
11 | % See the file LICENSE.txt for full copyright information.
12 | % The command 'cvx_where' will show where this file is located.
13 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_isconstant.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconstant( x, full )
2 | narginchk(1,2);
3 | b = x.basis_;
4 | if size( b, 1 ) <= 1,
5 | y = true;
6 | if nargin == 2 && full,
7 | y = y( ones( 1, prod( x.size_ ) ) );
8 | y = reshape( y, x.size_ );
9 | end
10 | elseif nargin == 2 && full,
11 | bz = b ~= 0;
12 | y = cvx_reshape( sum( bz, 1 ) == bz( 1, : ), x.size_ );
13 | else
14 | y = nnz( b ) == nnz( b( 1, : ) );
15 | end
16 |
17 | % Copyright 2005-2016 CVX Research, Inc.
18 | % See the file LICENSE.txt for full copyright information.
19 | % The command 'cvx_where' will show where this file is located.
20 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_isconvex.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconvex( x, full )
2 | narginchk(1,2);
3 | y = cvx_vexity( x );
4 | if nargin < 2,
5 | y = nnz( y < 0 ) == 0;
6 | else
7 | y = cvx_reshape( y >= 0, x.size_ );
8 | end
9 |
10 | % Copyright 2005-2016 CVX Research, Inc.
11 | % See the file LICENSE.txt for full copyright information.
12 | % The command 'cvx_where' will show where this file is located.
13 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_isnonzero.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isnonzero( x, full )
2 | narginchk(1,2);
3 | y = any( x.basis_, 1 );
4 | if nargin < 2,
5 | y = all( y );
6 | else
7 | y = cvx_reshape( y, x.size_ );
8 | end
9 |
10 | % Copyright 2005-2016 CVX Research, Inc.
11 | % See the file LICENSE.txt for full copyright information.
12 | % The command 'cvx_where' will show where this file is located.
13 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_readlevel.m:
--------------------------------------------------------------------------------
1 | function y = cvx_readlevel( x )
2 |
3 | global cvx___
4 | s = size( x.basis_ );
5 | [ r, c ] = find( x.basis_ );
6 | y = max( sparse( r, c, cvx___.readonly( r ), s(1), s(2) ), [], 1 );
7 | y = cvx_reshape( y, x.size_ );
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_setdual.m:
--------------------------------------------------------------------------------
1 | function x = cvx_setdual( x, y )
2 | x.dual_ = y;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/cvx_value.m:
--------------------------------------------------------------------------------
1 | function v = cvx_value( x )
2 | v = value( x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/in.m:
--------------------------------------------------------------------------------
1 | function a = in( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '==' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/keywords.m:
--------------------------------------------------------------------------------
1 | % CVX: Keywords for declaring variables and objectives
2 | % dual - Declares one or more dual variables.
3 | % epigraph - Declares an epigraph variable.
4 | % hypograph - Declares a hypograph variable.
5 | % maximize - Specifies a concave (or affine) objective to be maximized.
6 | % minimize - Specifies a convex (or affine) objective to be maximized.
7 | % subject - Implements the "subject to" keyword.
8 | % variable - Declares a single CVX variable with optional matrix structure.
9 | % variables - Declares one or more CVX variables.
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/matlab6.m:
--------------------------------------------------------------------------------
1 | %CVX: Matlab 6 compatability functions.
2 | % This directory contains definitions for 'true' and 'false'. These
3 | % functions are used extensively in CVX, and are built in for MATLAB
4 | % 6.5 and later. For MATLAB 6.1 we supply these surrogates. It is
5 | % *very* important, however, that this directory NOT be placed in
6 | % the MATLAB search path for older versions of MATLAB.
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/svec.m:
--------------------------------------------------------------------------------
1 | function z = svec( x, nrm )
2 |
3 | if nargin < 2 || isempty( nrm ) || isequal( nrm, 'fro' ),
4 | nrm = 2;
5 | elseif ~isnumeric( nrm ) || length( nrm ) ~= 1 || nrm < 1,
6 | error( 'Second argument must be a number between 1 and Inf, or ''fro''.' );
7 | end
8 |
9 | if ~isreal( x ) && nrm ~= 2,
10 | z = vec( x );
11 | return
12 | else
13 | [ xR, y ] = bcompress( x );
14 | if isempty( y ),
15 | z = cvx( 0 );
16 | else
17 | z = y .* norms( xR, nrm, 2 );
18 | end
19 | end
20 |
21 | % Copyright 2005-2016 CVX Research, Inc.
22 | % See the file LICENSE.txt for full copyright information.
23 | % The command 'cvx_where' will show where this file is located.
24 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvx/value.m:
--------------------------------------------------------------------------------
1 | function v = value( x, data )
2 | global cvx___
3 | if nargin == 1,
4 | data = cvx___.x;
5 | end
6 | nx = size( data, 1 );
7 | nb = size( x.basis_, 1 );
8 | if nx < nb,
9 | data( end + 1 : nb, : ) = NaN;
10 | elseif nx > nb,
11 | data( nb + 1 : end, : ) = [];
12 | end
13 | v = cvx_reshape( data.' * x.basis_, x.size_ );
14 | if any( x.size_ == 1 ), v = full( v ); end
15 |
16 | % Copyright 2005-2016 CVX Research, Inc.
17 | % See the file LICENSE.txt for full copyright information.
18 | % The command 'cvx_where' will show where this file is located.
19 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxcnst/cvxcnst.m:
--------------------------------------------------------------------------------
1 | function v = cvxcnst( p, rhs )
2 | v = class( struct( 'problem', p, 'rhs', rhs ), 'cvxcnst' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxcnst/disp.m:
--------------------------------------------------------------------------------
1 | function disp( x )
2 | disp( 'Constraint accepted' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxcnst/display.m:
--------------------------------------------------------------------------------
1 | function display( x )
2 | long = ~isequal(get(0,'FormatSpacing'),'compact');
3 | if long, disp( ' ' ); end
4 | disp(x);
5 | if long, disp( ' ' ); end
6 |
7 | % Copyright 2005-2016 CVX Research, Inc.
8 | % See the file LICENSE.txt for full copyright information.
9 | % The command 'cvx_where' will show where this file is located.
10 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxcnst/double.m:
--------------------------------------------------------------------------------
1 | function x = double( v ) %#ok
2 | error( 'Disciplined convex programming error:\n Constraints may not appear in if/then statements.', 1 ); %#ok
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxcnst/logical.m:
--------------------------------------------------------------------------------
1 | function x = logical( v ) %#ok
2 | error( 'Disciplined convex programming error:\n Constraints may not appear in if/then statements.', 1 ); %#ok
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxcnst/rhs.m:
--------------------------------------------------------------------------------
1 | function x = rhs( y )
2 | x = y.rhs;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/cvx_basis.m:
--------------------------------------------------------------------------------
1 | function ans = cvx_basis( x, varargin )
2 | ans = cvx_basis( cvxaff( x ), varargin{:} );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/cvx_value.m:
--------------------------------------------------------------------------------
1 | function v = cvx_value( x )
2 | v = value( x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/cvxaff.m:
--------------------------------------------------------------------------------
1 | function y = cvxaff( x )
2 | global cvx___
3 | y = subsref( cvx___.problems( x.problem_ ).duals, x.name_ );
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/cvxdual.m:
--------------------------------------------------------------------------------
1 | function y = cvxdual( prob, name )
2 |
3 | y = class( struct( 'problem_', prob, 'name_', name, 'attached_', false ), 'cvxdual', cvxobj );
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/disp.m:
--------------------------------------------------------------------------------
1 | function disp( x, prefix, iname )
2 | if nargin < 2, prefix = ''; end
3 | if nargin < 3, iname = ''; end
4 | nm = cvx_subs2str( x.name_ );
5 | nm = nm(2:end);
6 | if ~isequal( nm, iname ),
7 | disp( [ prefix, 'cvx dual variable ', nm, ' (', type( x ), ')' ] );
8 | else
9 | disp( [ prefix, 'cvx dual variable (', type( x ), ')' ] );
10 | end
11 |
12 | % Copyright 2005-2016 CVX Research, Inc.
13 | % See the file LICENSE.txt for full copyright information.
14 | % The command 'cvx_where' will show where this file is located.
15 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/display.m:
--------------------------------------------------------------------------------
1 | function display( x )
2 | nm = inputname(1);
3 | long = ~isequal(get(0,'FormatSpacing'),'compact');
4 | if long, disp( ' ' ); end
5 | disp([nm ' =']);
6 | if long, disp( ' ' ); end
7 | disp(x,' ',nm);
8 | if long, disp( ' ' ); end
9 |
10 | % Copyright 2005-2016 CVX Research, Inc.
11 | % See the file LICENSE.txt for full copyright information.
12 | % The command 'cvx_where' will show where this file is located.
13 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/dof.m:
--------------------------------------------------------------------------------
1 | function y = dof( x )
2 | y = size( cvx_basis( cvxaff( x ) ), 2 );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/inuse.m:
--------------------------------------------------------------------------------
1 | function y = inuse( x )
2 | y = ~isempty( x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/isreal.m:
--------------------------------------------------------------------------------
1 | function y = isreal( x )
2 | y = isreal( cvxaff( x ) );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/name.m:
--------------------------------------------------------------------------------
1 | function y = name( x )
2 | y = x.name_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/problem.m:
--------------------------------------------------------------------------------
1 | function p = problem( x )
2 | p = x.problem_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/size.m:
--------------------------------------------------------------------------------
1 | function y = size( x, varargin )
2 | y = size( cvxaff( x ), varargin{:} );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/subsref.m:
--------------------------------------------------------------------------------
1 | function x = subsref( x, S )
2 | error( 'Cannot use subscripting on dual variables.' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxdual/value.m:
--------------------------------------------------------------------------------
1 | function v = value( x )
2 | global cvx___
3 | v = cvxaff( x );
4 | switch class( v ),
5 | case 'cvx',
6 | v = value( v, cvx___.y );
7 | case 'cell',
8 | for k = 1 : numel( v ),
9 | v{k} = value( v{k}, cvx___.y );
10 | end
11 | end
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxin/cvxin.m:
--------------------------------------------------------------------------------
1 | function v = cvxin
2 | superiorto('cell','struct','cvx','cvxtuple');
3 | v = class( struct( 'active', false, 'value', [] ), 'cvxin' );
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxin/cvxtuple.m:
--------------------------------------------------------------------------------
1 | function v = cvxtuple( varargin )
2 |
3 | if nargin == 1,
4 | v = varargin{1};
5 | switch class( v ),
6 | case 'struct',
7 | if numel( v ) ~= 1,
8 | error( 'struct arrays not permitted in cvx tuple objects.' );
9 | end
10 | case 'cell',
11 | v = reshape( v, 1, numel( v ) );
12 | otherwise,
13 | return
14 | end
15 | else
16 | v = varargin;
17 | end
18 |
19 | v = class( struct( 'value_', { v } ), 'cvxtuple', cvxobj );
20 |
21 | % Copyright 2005-2016 CVX Research, Inc.
22 | % See the file LICENSE.txt for full copyright information.
23 | % The command 'cvx_where' will show where this file is located.
24 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxin/gt.m:
--------------------------------------------------------------------------------
1 | function a = gt( x, y )
2 |
3 | if isa(y,'cvxin')||~isa(x,'cvxin')||~x.active,
4 | error( 'CVX error: improper use of the pseudo-operator.' );
5 | end
6 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x.value, y, '==' );
7 | if nargout, a = b; end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxin/lt.m:
--------------------------------------------------------------------------------
1 | function y = lt( x, y )
2 |
3 | if isa(x,'cvxin')||~isa(y,'cvxin')||y.active,
4 | error( 'CVX error: improper use of the pseudo-operator.' );
5 | end
6 | y.active = true;
7 | y.value = x;
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/cvx_id.m:
--------------------------------------------------------------------------------
1 | function y = cvx_id( x )
2 | y = x.id_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/cvxobj.m:
--------------------------------------------------------------------------------
1 | function y = cvxobj()
2 | global cvx___
3 | if isempty( cvx___ ),
4 | error( 'Internal cvx data corruption' );
5 | end
6 | cvx___.id = cvx___.id + 1;
7 | y = class( struct( 'id_', cvx___.id ), 'cvxobj' );
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/disp.m:
--------------------------------------------------------------------------------
1 | function disp( x, prefix ) %#ok
2 | if nargin < 2, prefix = ''; end
3 | disp( [ prefix, 'cvx base object' ] );
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/display.m:
--------------------------------------------------------------------------------
1 | function display( x )
2 | long = ~isequal(get(0,'FormatSpacing'),'compact');
3 | if long, disp( ' ' ); end
4 | disp([inputname(1) ' =']);
5 | if long, disp( ' ' ); end
6 | disp(x,' ')
7 | if long, disp( ' ' ); end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/isempty.m:
--------------------------------------------------------------------------------
1 | function y = isempty( x )
2 | y = any( size( x ) == 0 );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/isequal.m:
--------------------------------------------------------------------------------
1 | function z = isequal( x, y )
2 | z = x.id_ == y.id_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/length.m:
--------------------------------------------------------------------------------
1 | function n = length( x )
2 | s = size( x );
3 | if any( s == 0 ),
4 | n = 0;
5 | else
6 | n = max( s );
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/ndims.m:
--------------------------------------------------------------------------------
1 | function n = ndims( x )
2 | n = length( size( x ) );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/numel.m:
--------------------------------------------------------------------------------
1 | function n = numel( x, varargin )
2 | n = prod( size( x ) ); %#ok
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/subsasgn.m:
--------------------------------------------------------------------------------
1 | function x = subsasgn( x, S, y )
2 | error( 'Subscripted assignment not allowed for these objects.' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxobj/subsref.m:
--------------------------------------------------------------------------------
1 | function x = subsref( x, S, cheat )
2 | error( 'Subscripts not allowed for this object.' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/cvx_value.m:
--------------------------------------------------------------------------------
1 | function v = cvx_value( x )
2 | warning( 'CVX:IllegalUse', ...
3 | 'CVX error: illegal use of a cvx problem object has been detected.\n Please do not copy or manipulate the value of ''cvx_problem'' in any way.', 1 ); %#ok
4 | v = [];
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/eq.m:
--------------------------------------------------------------------------------
1 | function z = eq( x, y )
2 | if ~isa( x, class( y ) )
3 | error( 'cvxprob objects may only be compared to each other.' );
4 | else
5 | z = cvx_id( x ) == cvx_id( y );
6 | end
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/index.m:
--------------------------------------------------------------------------------
1 | function y = index( x )
2 | y = x.index_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/ne.m:
--------------------------------------------------------------------------------
1 | function z = ne( x, y )
2 | z = ~eq( x, y );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/newtemp.m:
--------------------------------------------------------------------------------
1 | function z = newtemp( prob, siz )
2 |
3 | % NEWTEMP Creates a temporary variable.
4 |
5 | global cvx___
6 | vstr = cvx___.problems( prob.index_ ).variables;
7 | if isfield( vstr, 'temp_' ),
8 | ndx = length( vstr.temp_ );
9 | else
10 | ndx = 0;
11 | end
12 | base = struct( 'type', { '.', '{}' }, 'subs', { 'temp_', { ndx + 1 } } );
13 | z = newvar( prob, base, siz );
14 |
15 | % Copyright 2005-2016 CVX Research, Inc.
16 | % See the file LICENSE.txt for full copyright information.
17 | % The command 'cvx_where' will show where this file is located.
18 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/spy.m:
--------------------------------------------------------------------------------
1 | function spy( prob, reduce )
2 | if nargin < 2 || ~reduce,
3 | A = extract( prob );
4 | else
5 | A = eliminate( prob );
6 | end
7 | spy( A' );
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/subsasgn.m:
--------------------------------------------------------------------------------
1 | function x = subsasgn( x, S, y )
2 | error( 'Subscripted assignment not allowed for cvx problem objects.' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/subsref.m:
--------------------------------------------------------------------------------
1 | function y = subsref( x, S, cheat )
2 | global cvx___
3 | y = subsref( cvx___.problems( x.index_ ), S );
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxprob/touch.m:
--------------------------------------------------------------------------------
1 | function x = touch( p, x, iseq )
2 | global cvx___
3 | if nargin < 3, iseq = false; end
4 |
5 | if isa( x, 'cvx' ),
6 | p = p.index_;
7 | b = cvx_basis( x );
8 | y = any( b, 2 );
9 | if iseq,
10 | cvx___.canslack( y ) = false;
11 | end
12 | v = cvx___.problems( p ).t_variable;
13 | nv = size( v, 1 );
14 | ny = length( y );
15 | if ny < nv,
16 | y( nv, : ) = 0;
17 | elseif nv < ny,
18 | y = y( 1 : nv, : );
19 | end
20 | cvx___.problems( p ).t_variable = v | y;
21 | end
22 |
23 | % Copyright 2005-2016 CVX Research, Inc.
24 | % See the file LICENSE.txt for full copyright information.
25 | % The command 'cvx_where' will show where this file is located.
26 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/apply.m:
--------------------------------------------------------------------------------
1 | function y = apply( func, x )
2 | y = do_apply( func, x.value_ );
3 |
4 | function y = do_apply( func, x )
5 | switch class( x ),
6 | case 'struct',
7 | y = cell2struct( do_apply( func, struct2cell( x ) ), fieldnames( x ), 1 );
8 | case 'cell',
9 | y = cellfun( func, x, 'UniformOutput', false );
10 | otherwise,
11 | y = feval( func, x );
12 | end
13 |
14 | % Copyright 2005-2016 CVX Research, Inc.
15 | % See the file LICENSE.txt for full copyright information.
16 | % The command 'cvx_where' will show where this file is located.
17 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_collapse.m:
--------------------------------------------------------------------------------
1 | function x = cvx_collapse( x, keeptemp, tocell )
2 | x = cvx_collapse( x.value_, keeptemp, tocell );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_constant.m:
--------------------------------------------------------------------------------
1 | function y = cvx_constant( x )
2 | y = apply( @cvx_constant, x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_getdual.m:
--------------------------------------------------------------------------------
1 | function x = cvx_getdual( x )
2 | x = x.dual_;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_id.m:
--------------------------------------------------------------------------------
1 | function y = cvx_id( x )
2 | y = apply( @cvx_id, x );
3 | switch class( y ),
4 | case 'struct',
5 | y = struct2cell( y );
6 | y = max( [ -Inf, y{:} ] );
7 | case 'cell',
8 | y = max( [ -Inf, y{:} ] );
9 | end
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
15 |
16 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_isaffine.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isaffine( x )
2 | y = testall( @cvx_isaffine, x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_isconcave.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconcave( x )
2 | y = testall( @cvx_isconcave, x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_isconstant.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconstant( x )
2 | y = testall( @cvx_isconstant, x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_isconvex.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconvex( x )
2 | y = testall( @cvx_isconvex, x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvx_value.m:
--------------------------------------------------------------------------------
1 | function y = cvx_value( x )
2 | y = apply( @cvx_value, x );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/cvxtuple.m:
--------------------------------------------------------------------------------
1 | function v = cvxtuple( varargin )
2 |
3 | if nargin == 1,
4 | v = varargin{1};
5 | switch class( v ),
6 | case 'struct',
7 | if numel( v ) ~= 1,
8 | error( 'struct arrays not permitted in cvx tuple objects.' );
9 | end
10 | case 'cell',
11 | v = reshape( v, 1, numel( v ) );
12 | otherwise,
13 | return
14 | end
15 | else
16 | v = varargin;
17 | end
18 |
19 | v = class( struct( 'value_', { v }, 'dual_', { [] } ), 'cvxtuple', cvxobj );
20 |
21 | % Copyright 2005-2016 CVX Research, Inc.
22 | % See the file LICENSE.txt for full copyright information.
23 | % The command 'cvx_where' will show where this file is located.
24 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/eq.m:
--------------------------------------------------------------------------------
1 | function a = eq( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '==' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/ge.m:
--------------------------------------------------------------------------------
1 | function a = ge( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '>=' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/gt.m:
--------------------------------------------------------------------------------
1 | function a = gt( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '>' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/in.m:
--------------------------------------------------------------------------------
1 | function a = in( x, y )
2 |
3 | narginchk(2,2);
4 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '==' );
5 | if nargout, a = b; end
6 |
7 | % Copyright 2005-2016 CVX Research, Inc.
8 | % See the file LICENSE.txt for full copyright information.
9 | % The command 'cvx_where' will show where this file is located.
10 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/le.m:
--------------------------------------------------------------------------------
1 | function a = le( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '<=' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/lt.m:
--------------------------------------------------------------------------------
1 | function a = lt( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '<' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/ne.m:
--------------------------------------------------------------------------------
1 | function a = ne( x, y )
2 |
3 | b = newcnstr( evalin( 'caller', 'cvx_problem', '[]' ), x, y, '~=' );
4 | if nargout, a = b; end
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/numel.m:
--------------------------------------------------------------------------------
1 | function n = numel( x, varargin )
2 | n = numel( x.value_, varargin{:} );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/subsasgn.m:
--------------------------------------------------------------------------------
1 | function y = subsasgn( x, varargin ) %#ok
2 | error( 'cvx tuple objects are read-only.' );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/subsref.m:
--------------------------------------------------------------------------------
1 | function y = subsref( x, varargin )
2 | y = cvxtuple( subsref( x.value_, varargin{:} ) );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/@cvxtuple/testall.m:
--------------------------------------------------------------------------------
1 | function y = testall( func, x )
2 | y = do_test( func, x.value_ );
3 |
4 | function y = do_test( func, x )
5 | switch class( x ),
6 | case 'struct',
7 | y = do_test( func, struct2cell( x ) );
8 | case 'cell',
9 | y = all( cellfun( func, x ) );
10 | otherwise,
11 | y = feval( func, x );
12 | end
13 |
14 | % Copyright 2005-2016 CVX Research, Inc.
15 | % See the file LICENSE.txt for full copyright information.
16 | % The command 'cvx_where' will show where this file is located.
17 |
--------------------------------------------------------------------------------
/packages/cvx/lib/Contents.m:
--------------------------------------------------------------------------------
1 | % CVX: Internal functions and scripts.
2 | % This directory contains code that is meant for internal use by
3 | % the CVX system itself. Documentation of the functions in this
4 | % directory is more sparse and not intended for end users.
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_accept_concave.m:
--------------------------------------------------------------------------------
1 | function x = cvx_accept_concave( x )
2 | global cvx___
3 | if isa( x, 'cvx' ),
4 | t = cvx_vexity( x ) < 0;
5 | if any( t( : ) ),
6 | prob = cvx___.problems(end).self;
7 | if all( t ),
8 | src = x;
9 | dst = newtemp( prob, size( src ) );
10 | x = dst;
11 | else
12 | src = x( t );
13 | dst = newtemp( prob, size( src ) );
14 | x( t ) = dst;
15 | end
16 | newcnstr( prob, src(:), dst(:), '>=' );
17 | end
18 | end
19 |
20 | % Copyright 2005-2016 CVX Research, Inc.
21 | % See the file LICENSE.txt for full copyright information.
22 | % The command 'cvx_where' will show where this file is located.
23 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_accept_convex.m:
--------------------------------------------------------------------------------
1 | function x = cvx_accept_convex( x )
2 | global cvx___
3 | if isa( x, 'cvx' ),
4 | t = cvx_vexity( x ) > 0;
5 | if any( t( : ) ),
6 | prob = cvx___.problems(end).self;
7 | if all( t ),
8 | src = x;
9 | dst = newtemp( prob, size( src ) );
10 | x = dst;
11 | else
12 | src = x( t );
13 | dst = newtemp( prob, size( src ) );
14 | x( t ) = dst;
15 | end
16 | newcnstr( prob, src(:), dst(:), '<=' );
17 | end
18 | end
19 |
20 | % Copyright 2005-2016 CVX Research, Inc.
21 | % See the file LICENSE.txt for full copyright information.
22 | % The command 'cvx_where' will show where this file is located.
23 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_basis.m:
--------------------------------------------------------------------------------
1 | function y = cvx_basis( x )
2 |
3 | if isempty( x )
4 | y = sparse( 1, 0 );
5 | else
6 | y = sparse( reshape( x, 1, numel( x ) ) );
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_bcompress_mex.mexa64:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/zhoupc/OASIS_matlab/6f42ebd0e2cbbbeeb2a73c537d2e02a54f5f34fc/packages/cvx/lib/cvx_bcompress_mex.mexa64
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_classify.m:
--------------------------------------------------------------------------------
1 | function v = cvx_classify( x )
2 |
3 | % Classifications:
4 | % 1 - negative constant
5 | % 2 - zero
6 | % 3 - positive constant
7 | % 4 - complex constant
8 | % 5 - concave
9 | % 6 - real affine
10 | % 7 - convex
11 | % 8 - complex affine
12 | % 9 - log concave
13 | % 10 - log affine
14 | % 11 - log convex monomial
15 | % 12 - log convex posynomial
16 | % 13 - invalid
17 |
18 | v = full( sign( real( x ) ) ) + 2;
19 | if ~isreal( x ),
20 | v( imag( x ) ~= 0 ) = 4;
21 | end
22 | v( ~isfinite( x ) ) = 13;
23 | v = reshape( v, 1, numel( x ) );
24 |
25 | % Copyright 2005-2016 CVX Research, Inc.
26 | % See the file LICENSE.txt for full copyright information.
27 | % The command 'cvx_where' will show where this file is located.
28 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_constant.m:
--------------------------------------------------------------------------------
1 | function y = cvx_constant( x )
2 | narginchk(1,1);
3 | y = x;
4 |
5 | % Copyright 2005-2016 CVX Research, Inc.
6 | % See the file LICENSE.txt for full copyright information.
7 | % The command 'cvx_where' will show where this file is located.
8 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_eliminate_mex.mexa64:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/zhoupc/OASIS_matlab/6f42ebd0e2cbbbeeb2a73c537d2e02a54f5f34fc/packages/cvx/lib/cvx_eliminate_mex.mexa64
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_expand_dim.m:
--------------------------------------------------------------------------------
1 | function zx = cvx_expand_dim( z, dim, nx )
2 |
3 | %CVX_EXPAND_DIM Expands an N-D array along a specified dimension.
4 | % CVX_EXPAND_DIM( X, DIM, NX ) stacks NX copies of the matrix X along the
5 | % dimension NX. It is equivalent to CAT( DIM, X, X, ..., X ), where X is
6 | % repeated NX times.
7 | %
8 | % This is an internal CVX function, and as such no checking is performed to
9 | % insure that the arguments are valid.
10 |
11 | zdims = cell( 1, max( ndims(z), dim ) );
12 | [ zdims{:} ] = deal( ':' );
13 | zdims{dim} = ones( 1, nx );
14 | zx = z( zdims{:} );
15 |
16 | % Copyright 2005-2016 CVX Research, Inc.
17 | % See the file LICENSE.txt for full copyright information.
18 | % The command 'cvx_where' will show where this file is located.
19 |
20 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_getdual.m:
--------------------------------------------------------------------------------
1 | function y = cvx_getdual( x )
2 | y = [];
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_id.m:
--------------------------------------------------------------------------------
1 | function y = cvx_id( x ) %#ok
2 | y = -Inf;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_ids.m:
--------------------------------------------------------------------------------
1 | function y = cvx_ids( varargin )
2 | y = cellfun( @cvx_id, varargin );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_isaffine.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isaffine( x, full ) %#ok
2 | narginchk(1,2);
3 | if nargin == 1,
4 | y = true;
5 | else
6 | y = true( size( x ) );
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_isconcave.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconcave( x, full ) %#ok
2 | narginchk(1,2);
3 | if nargin == 2,
4 | y = ~imag( x );
5 | elseif isreal( x ),
6 | y = true;
7 | else
8 | y = nnz(imag(x)) == 0;
9 | end
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
--------------------------------------------------------------------------------
/packages/cvx/lib/cvx_isconstant.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconstant( x, full ) %#ok
2 | narginchk(1,2);
3 | if nargin == 1,
4 | y = true;
5 | else
6 | y = true( size( x ) );
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
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/packages/cvx/lib/cvx_isconvex.m:
--------------------------------------------------------------------------------
1 | function y = cvx_isconvex( x, full ) %#ok
2 | narginchk(1,2);
3 | if nargin == 2,
4 | y = ~imag( x );
5 | elseif isreal( x ),
6 | y = true;
7 | else
8 | y = nnz(imag(x)) == 0;
9 | end
10 |
11 | % Copyright 2005-2016 CVX Research, Inc.
12 | % See the file LICENSE.txt for full copyright information.
13 | % The command 'cvx_where' will show where this file is located.
14 |
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/packages/cvx/lib/cvx_isnonzero.m:
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1 | function y = cvx_isnonzero( x, full ) %#ok
2 | narginchk(1,2);
3 | if nargin == 1,
4 | y = nnz( x ) ~= 0;
5 | else
6 | y = x ~= 0;
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
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/packages/cvx/lib/cvx_readlevel.m:
--------------------------------------------------------------------------------
1 | function y = cvx_readlevel( x )
2 | if ndims( x ) <= 2,
3 | y = sparse( size( x, 1 ), size( x, 2 ) );
4 | else
5 | y = zeros( size( x ) );
6 | end
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
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/packages/cvx/lib/cvx_setdual.m:
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1 | function x = cvx_setdual( x, y )
2 | x = cvx_setdual( cvx( x ), y );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
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/packages/cvx/lib/cvx_subsasgn.m:
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1 | function y = cvx_subsasgn( y, varargin )
2 | temp.type = '()';
3 | temp.subs = varargin(1:end-1);
4 | y = subsasgn( y, temp, varargin{end} );
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
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/packages/cvx/lib/cvx_subsref.m:
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1 | function y = cvx_subsref( x, varargin )
2 | temp.type = '()';
3 | temp.subs = varargin;
4 | y = subsref( x, temp );
5 |
6 | % Copyright 2005-2016 CVX Research, Inc.
7 | % See the file LICENSE.txt for full copyright information.
8 | % The command 'cvx_where' will show where this file is located.
9 |
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/packages/cvx/lib/cvx_value.m:
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1 | function v = cvx_value( x )
2 | v = x;
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
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/packages/cvx/lib/cvx_values.m:
--------------------------------------------------------------------------------
1 | function varargout = cvx_values( varargin )
2 | varargout = cvx_value( varargin );
3 |
4 | % Copyright 2005-2016 CVX Research, Inc.
5 | % See the file LICENSE.txt for full copyright information.
6 | % The command 'cvx_where' will show where this file is located.
7 |
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/packages/cvx/lib/cvx_vexity.m:
--------------------------------------------------------------------------------
1 | function y = cvx_vexity( x )
2 | sx = size( x );
3 | if cvx_use_sparse( sx, 0, true )
4 | y = sparse( sx(1), sx(2) );
5 | else
6 | y = zeros( sx );
7 | end
8 |
9 | % Copyright 2005-2016 CVX Research, Inc.
10 | % See the file LICENSE.txt for full copyright information.
11 | % The command 'cvx_where' will show where this file is located.
12 |
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/packages/cvx/lib/cvx_zeros.m:
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1 | function x = cvx_zeros( s )
2 | if cvx_use_sparse( s, 0, 1 ),
3 | x = sparse( s(1), s(2) );
4 | else
5 | x = zeros( s );
6 | end
7 |
8 | % Copyright 2005-2016 CVX Research, Inc.
9 | % See the file LICENSE.txt for full copyright information.
10 | % The command 'cvx_where' will show where this file is located.
11 |
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/packages/cvx/lib/narginchk_/narginchk.m:
--------------------------------------------------------------------------------
1 | function narginchk(imin, imax)
2 | narg = evalin('caller', 'nargin');
3 | if narg < imin,
4 | me = {'MATLAB:narginchk:notEnoughInputs', 'Not enough input arguments.'};
5 | elseif narg > imax,
6 | me = {'MATLAB:narginchk:tooManyInputs', 'Too many input arguments.'};
7 | else
8 | return
9 | end
10 | throwAsCaller(MException(me{:}));
11 |
12 |
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/packages/cvx/sdpt3/Examples/graph.m:
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1 | %%******************************************************
2 | %% graph: generate random adjacency matrix.
3 | %%
4 | %% B = graph(n,prob);
5 | %%
6 | %% see maxcut.m
7 | %%
8 | %% SDPT3: version 3.0
9 | %% Copyright (c) 1997 by
10 | %% K.C. Toh, M.J. Todd, R.H. Tutuncu
11 | %% Last modified: 2 Feb 01
12 | %%******************************************************
13 |
14 | function B = graph(n,prob);
15 |
16 | B = zeros(n,n);
17 | if nargin <= 1; prob = 0.5; end;
18 | for i = 1:n
19 | for j = i+1:n
20 | r = rand(1);
21 | if (r < prob); B(i,j) = 1; B(j,i) = 1; end;
22 | end;
23 | end;
24 | %%======================================================
25 |
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/packages/cvx/sdpt3/Examples/mcpschur.m:
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1 | %%****************************************************
2 | %% mcpschur: compute schur matrix of HKM or NT direction
3 | %% for MCP and maxG problems.
4 | %%
5 | %% [schurmat] = mcpschur(X,Zinv,schurfun_par);
6 | %%
7 | %% Ak= -ek*ek';
8 | %%
9 | %% SDPT3: version 3.1
10 | %% Copyright (c) 1997 by
11 | %% K.C. Toh, M.J. Todd, R.H. Tutuncu
12 | %% Last Modified: 21 May 2004
13 | %%****************************************************
14 |
15 | function [schurmat] = mcpschur(X,Zinv,schurfun_pars);
16 |
17 | schurmat = X .* Zinv;
18 | %%****************************************************
19 |
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/packages/cvx/sdpt3/Solver/mytime.m:
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1 | %%*********************************************
2 | %% mytime:
3 | %%
4 | %% SDPT3: version 3.1
5 | %% Copyright (c) 1997 by
6 | %% K.C. Toh, M.J. Todd, R.H. Tutuncu
7 | %% Last Modified: 16 Sep 2004
8 | %%*********************************************
9 |
10 | function [hh,mm,ss] = mytime(t)
11 |
12 | t = round(t);
13 | h = floor(t/3600);
14 | m = floor(rem(t,3600)/60);
15 | s = rem(rem(t,60),60);
16 |
17 | hh = num2str(h);
18 | if (h > 0) && (m < 10)
19 | mm = ['0',num2str(m)];
20 | else
21 | mm = num2str(m);
22 | end
23 | if (s < 10)
24 | ss = ['0',num2str(s)];
25 | else
26 | ss = num2str(s);
27 | end
28 | %%**********************************************
29 |
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/packages/cvx/sdpt3/Solver/qprod.m:
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1 | %%***************************************************
2 | %% qprod:
3 | %%
4 | %% Input: A = [A1 A2 ... An]
5 | %% x = [x1; x2; ...; xn]
6 | %% Output: [A1*x1 A2*x2 ... An*xn]
7 | %%
8 | %% SDPT3: version 3.1
9 | %% Copyright (c) 1997 by
10 | %% K.C. Toh, M.J. Todd, R.H. Tutuncu
11 | %% Last Modified: 16 Sep 2004
12 | %%***************************************************
13 |
14 | function Ax = qprod(pblk,A,x)
15 |
16 | if (size(pblk,1) > 1)
17 | error('qprod: pblk can only have 1 row');
18 | end
19 | if issparse(x); x = full(x); end; %% for spconvert
20 | n = length(x);
21 | ii = (1:n)';
22 | jj = mexexpand(pblk{2},(1:length(pblk{2}))');
23 | X = spconvert([ii, jj, x]);
24 | Ax = A*X;
25 | %%***************************************************
26 |
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/packages/cvx/sedumi/Install.txt:
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1 | SeDuMi 1.3
2 | Installation instructions
3 |
4 | This version of SeDuMi comes with binaries for recent (tested up to Matlab 2009b) versions of Matlab in both
5 | 32 bit and 64 bit flavour under Windows, Linux and Mac OS. In case the binaries don't work for your system,
6 | try to run install_sedumi. Note that you may have to install a compiler for Matlab first.
7 |
8 | If you encounter any bugs or other code-related issues, you can submit a report to the GitHub issues page:
9 | https://github.com/sedumi/sedumi/issues
10 |
11 | For more information about SeDuMi, including documentation and technical papers, please visit:
12 | http://sedumi.ie.lehigh.edu/
13 |
14 | Regards,
15 | Your SeDuMi maintainers
16 |
17 |
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/packages/cvx/sedumi/Version.txt:
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1 | 1.32
2 | 20130724
3 |
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/packages/cvx/sedumi/sedumi_binary_error.m:
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1 | function sedumi_binary_error()
2 | %Throw an error indicating the sedumi binaries are not available
3 |
4 | if exist('OCTAVE_VERSION','builtin'),
5 | software = 'Octave';
6 | else
7 | software = 'Matlab';
8 | end
9 |
10 | fs = filesep;
11 | mpath = mfilename('fullpath');
12 | temp = strfind( mpath, fs );
13 | mpath = mpath( 1 : temp(end) - 1 );
14 |
15 | error( 'SeDuMi:NoBinaries', ...
16 | [ 'The SeDuMi binaries for your platform are not installed.\n', ...
17 | 'To rectify, run the following commands from the %s command line:\n\n', ...
18 | ' cd %s\n', ...
19 | ' install_sedumi\n\n', ...
20 | 'For more information, read %s%sInstall.txt.' ], ...
21 | software, mpath, mpath, fs );
22 |
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/packages/cvx/structures/cvx_s_hankel.m:
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1 | function [ y, symm ] = cvx_s_hankel( m, n, symm )
2 |
3 | %CVX_S_HANKEL Hankel matrices.
4 |
5 | c = 0 : n - 1;
6 | c = c( ones( 1, m ), : );
7 | r = ( 0 : m - 1 )';
8 | r = r( :, ones( 1, n ) );
9 | v = abs( r + c ) + 1;
10 | y = sparse( v, r + m * c + 1, 1, m + n + 1, m * n );
11 | symm = false;
12 |
13 | % Copyright 2005-2016 CVX Research, Inc.
14 | % See the file LICENSE.txt for full copyright information.
15 | % The command 'cvx_where' will show where this file is located.
16 |
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/packages/cvx/structures/cvx_s_symmetric.m:
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1 | function [ y, symm ] = cvx_s_symmetric( m, n, symm ) %#ok
2 | %CVX_S_SYMMETRIC Symmetric matrices (lower triangle storage).
3 | if m ~= n,
4 | error( 'Symmetric structure requires square matrices.' );
5 | end
6 | symm = false;
7 | nsq = n * n;
8 | ntr = 0.5 * ( nsq + n );
9 | c = 0 : n - 1;
10 | c = c( ones( 1, n ), : );
11 | r = c';
12 | mn = min( r, c );
13 | mx = max( r, c );
14 | y = mx + mn .* ( n - 0.5 * ( mn + 1 ) ) + 1;
15 | y = sparse( y( : ), 1 : nsq, 1, ntr, nsq );
16 |
17 | % Copyright 2005-2016 CVX Research, Inc.
18 | % See the file LICENSE.txt for full copyright information.
19 | % The command 'cvx_where' will show where this file is located.
20 |
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/packages/cvx/structures/cvx_s_symmetric_ut.m:
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1 | function [ y, symm ] = cvx_s_symmetric_ut( m, n, symm )
2 | %CVX_S_SYMMETRIC_UT Symmetric matrices (upper triangle storage).
3 | if m ~= n,
4 | error( 'Symmetric structure requires square matrices.' );
5 | end
6 | symm = false;
7 | nsq = n * n;
8 | ntr = 0.5 * ( nsq + n );
9 | c = 0 : n - 1;
10 | c = c( ones( 1, n ), : );
11 | r = c';
12 | mn = min( r, c );
13 | mx = max( r, c );
14 | y = mn + 0.5 * mx .* ( mx + 1 ) + 1;
15 | y = sparse( y( : ), 1 : nsq, 1, ntr, nsq );
16 |
17 | % Copyright 2005-2016 CVX Research, Inc.
18 | % See the file LICENSE.txt for full copyright information.
19 | % The command 'cvx_where' will show where this file is located.
20 |
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/packages/cvx/structures/cvx_s_upper_hankel.m:
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1 | function [ y, symm ] = cvx_s_upper_hankel( m, n, symm )
2 |
3 | % CVX_S_UPPER_HANKEL Upper Hankel matrices.
4 |
5 | c = 0 : n - 1;
6 | c = c( ones( 1, m ), : );
7 | r = ( 0 : m - 1 )';
8 | r = r( :, ones( 1, n ) );
9 | v = abs( r + c ) + 1;
10 | temp = v <= min( m, n );
11 | y = sparse( v( temp ), r( temp ) + m * c( temp ) + 1, 1, min( m, n ), m * n );
12 | symm = false;
13 |
14 | % Copyright 2005-2016 CVX Research, Inc.
15 | % See the file LICENSE.txt for full copyright information.
16 | % The command 'cvx_where' will show where this file is located.
17 |
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