ncp_sigmoid/NCP函数法/snd_solve.m

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2.6 KiB
Mathematica
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function [z,l,u,w,x,y,PG,QR,Pg,Qg,e,f,T,G,B,capK,meritF]=snd_solve(HSB,const,mu,r,nodeNum,balNode,pgNum,pvNum,pgvNum,xNum,...
transNum,pgNode,pvNode,m,Lz,Lw,LZ,UW,dgxT,L1,U1,transI,transJ,transG,transB,transG1,transB1,Tn,capKn,capNum,...
capI,Tn1,capKn1,x,y,z,l,u,w,G,B,PG,QR,Pg,Qg,opfGoal,Gama,Arlfa,meritF,k2,T,capK,lineNum,lineI,lineJ,Pd,Qd,gxx,gsx,mut,mub)
%<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ܣ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>̣<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
%<EFBFBD><EFBFBD>дʱ<EFBFBD>2010<EFBFBD><EFBFBD>11<EFBFBD><EFBFBD>
%% <EFBFBD><EFBFBD><EFBFBD><EFBFBD>̣<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
dX=-HSB\const;
dx=dX(1:xNum,1);
dy=dX(xNum+1:xNum+m,1);
dl=dgxT*dx+Lz;
du=-dgxT*dx-Lw;
Ll=(l.*z-mu*ones(r,1));
Lu=(u.*w+mu*ones(r,1));
diagZ=sparse(1:r,1:r,z,r,r);
diagW=sparse(1:r,1:r,w,r,r);
dz=-LZ*dgxT*dx-L1*(diagZ*Lz+Ll);
dw=UW*dgxT*dx+U1*(diagW*Lw-Lu);
L3=-L1*(diagZ*Lz+Ll);
L4=U1*(diagW*Lw-Lu);
L5=Lz;
L6=Lw;
f_NCP1=[const;L3;L4;L5;L6];
f_NCPsum1=(f_NCP1'*f_NCP1)/2;
meritF=[meritF;f_NCPsum1];
minusdz=find(dz<0);
dzmin=min(-z(minusdz)./dz(minusdz));
minusdl=find(dl<0);
dlmin=min(-l(minusdl)./dl(minusdl));
minusdw=find(dw>0);
dwmin=min(-w(minusdw)./dw(minusdw));
minusdu=find(du<0);
dumin=min(-u(minusdu)./du(minusdu));
ap=min(dlmin,dumin);
ad=min(dzmin,dwmin);
stepp=0.9995*min(ap,1);
stepd=0.9995*min(ad,1);
%% һά<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>󲽳<EFBFBD>
[mk,meritF,stepp,stepd]=linesearch(r,nodeNum,balNode,pgNum,pvNum,pgvNum,...
xNum,transNum,pgNode,pvNode,m,x,y,z,l,u,w,G,B,transI,transJ,transG,transB,transG,transB,...
Tn,capKn,capNum,capI,Tn1,capKn1,PG,QR,Pg,Qg,dx,dl,du,dy,dz,dw,...
opfGoal,Gama,Arlfa,meritF,k2,mu,T,capK,lineNum,lineI,lineJ,Pd,Qd,gxx,gsx,mut,mub,stepp,stepd);
%% <EFBFBD><EFBFBD><EFBFBD>±<EFBFBD><EFBFBD><EFBFBD>
x=x+stepp*dx;
l=l+stepp*dl;
u=u+stepp*du;
y=y+stepd*dy;
z=z+stepd*dz;
w=w+stepd*dw;
%<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ<EFBFBD>μ<EFBFBD><EFBFBD><EFBFBD><EFBFBD>ı<EFBFBD><EFBFBD>ȣ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ڵ<EFBFBD>ɾ<EFBFBD><EFBFBD><EFBFBD>
Tlast=T;
capKlast=capK;
%<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ʊ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>״̬<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>¸<EFBFBD>ֵ
T=x(1:transNum,1);
capK=x(transNum+pgvNum+1:transNum+pgvNum+capNum);
PG(pgNode,1)=x(transNum+1:transNum+pgNum,1);
QR(pvNode,1)=x(transNum+pgNum+1:transNum+pgNum+pvNum,1);
e=x(transNum+pgNum+pvNum+capNum+1:transNum+pgNum+pvNum+capNum+nodeNum,1);
f=x(transNum+pgNum+pvNum+capNum+nodeNum+1:xNum,1);
Pg(pgNode)=PG(pgNode);
Qg(pvNode)=QR(pvNode);
%% <EFBFBD><EFBFBD><EFBFBD>ȱ<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ڵ<EFBFBD>ɾ<EFBFBD><EFBFBD><EFBFBD>
transG=transG1;
transB=transB1;
G=G-sparse(transI,transI,(T.*T-Tlast.*Tlast).*transG,nodeNum,nodeNum)...
+sparse(transI,transJ,transG.*(T-Tlast),nodeNum,nodeNum)...
+sparse(transJ,transI,transG.*(T-Tlast),nodeNum,nodeNum);
B=B-sparse(transI,transI,(T.*T-Tlast.*Tlast).*transB,nodeNum,nodeNum)...
+sparse(transI,transJ,transB.*(T-Tlast),nodeNum,nodeNum)...
+sparse(transJ,transI,transB.*(T-Tlast),nodeNum,nodeNum)...
+sparse(capI,capI,capK-capKlast,nodeNum,nodeNum);