Description of graphsp_IP.m
Matlab syntax
>> out = graphsp_IP(Lp,E,Q,R,gamma,opts);
Matlab function graphsp_IP.m takes the problem data
and the input opts and returns the solution to the sparsity-promoting
optimal control problem (P). Input opts allows users to specify the
following parameters
opts.eps_dg – tolerance on duality gap;
opts.eps_pres – tolerance on primal residual;
opts.maxit – maximum number of IP iterations;
opts.maxit_pcg – maximum number of PCG iterations;
opts.delta_pcg_aff – algorithm parameter for pcg method;
opts.delta_pcg – algorithm parameter for pcg method;
opts.method – method used for computing search directions.
If opts argument is omitted, the default values are set to:
opts.eps_dg = ;
opts.eps_pres = ;
opts.maxit = ;
opts.maxit_pcg = ;
opts.delta_pcg_aff = ;
opts.delta_pcg = ;
opts.method = 'pcg2’.
The output out is a structure that contains
out.x – optimal vector of the controller edge weights;
out.zp – optimal dual vector ;
out.zm – optimal dual vector ;
out.xp – optimal primal vactor ;
out.xm – optimal primal vector ;
out.dg – duality gap;
out.dres – dual residual;
out.pres – primal residual;
out.s – number of IP iterations;
out.ind1 – number of PCG iterations for affine search direction;
out.ind2 – number of PCG iterations for Mehrotra search direction.
Description of graphsp_proxBB.m
Matlab syntax
>> out = graphsp_proxBB(Lp,E,Q,R,gamma,opts);
Matlab function graphsp_proxBB.m takes the problem data
and the input opts and returns the solution to the sparsity-promoting
optimal control problem (P). Input opts allows users to specify the
following parameters
opts.eps_dg - tolerance on duality gap;
opts.eps_pres - tolerance on primal residual;
opts.eps_res - tolerance on dual residual;
opts.maxit - maximum number of IP iterations;
opts.flagBB - flag for BB step-size initialization.
If opts argument is omitted, the default values are set to:
opts.eps_dg = ;
opts.eps_pres = ;
opts.eps_dres = ;
opts.maxit = ;
opts.flagBB = .
The output out is a structure that contains
out.x - optimal vector of edge weights;
out.s - number of proxBB iterations;
out.dg - duality gap;
out.pres - primal residual;
out.dres - dual residual;
out.ss - step-size;
out.js - number of iterations for line-search;
out.iter_time - time of an inner iteration.
Description of graphsp_proxN.m
Matlab syntax
>> out = graphsp_proxN(Lp,E,Q,R,gamma,opts);
Matlab function graphsp_proxN.m takes the problem data
and the input opts and returns the solution to the sparsity-promoting
optimal control problem (P). Input opts allows users to specify the
following parameters
opts.eps_dg - tolerance on duality gap;
opts.eps_pres - tolerance on primal residual;
opts.eps_res - tolerance on dual residual;
opts.maxit - maximum number of IP iterations.
If opts argument is omitted, the default values are set to:
opts.eps_dg = ;
opts.eps_pres = ;
opts.eps_dres = ;
opts.maxit = .
The output out is a structure that contains
out.x - optimal vector of edge weights;
out.s - number of proxBB iterations;
out.dg - duality gap;
out.pres - primal residual;
out.dres - dual residual;
out.ss - step-size;
out.js - number of iterations for line-search;
out.iter_time - time of an inner iteration.
Description of run_graphsp_IP.m
Matlab script run_graphsp_IP.m allows users to:
Please set flag_p to:
1 – for Erdos-Renyi plant network;
1 – for path plant network;
2 – for a randomly generated disconnected network with nodes.
run_graphsp_IP.m gives:
(output of graphsp_IP.m for opts.method = 'chol’) and (total running time);
(output of graphsp_IP.m for opts.method = 'pcg1’) and (total running time);
(output of graphsp_IP.m for opts.method = 'pcg2’) and (total running time).
Description of run_graphsp_IP.m
Matlab script run_graphsp.m allows users to:
Please set flag_p to:
1 – for Erdos-Renyi plant network;
1 – for path plant network;
2 – for a randomly generated disconnected network with nodes.
run_graphsp_IP.m gives:
(output of graphsp_IP.m for opts.method = 'chol’) and (total running time);
(output of graphsp_IP.m for opts.method = 'pcg1’) and (total running time);
(output of graphsp_IP.m for opts.method = 'pcg2’) and (total running time);
(output of graphsp_proxBB.m for proxBB) and (total running time);
(output of graphsp_proxN.m for proxN) and (total running time);
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