%%***************************************************************************** %% sqlpcheckconvg: check convergence. %% %% SDPT3: version 3.1 %% Copyright (c) 1997 by %% K.C. Toh, M.J. Todd, R.H. Tutuncu %% Last Modified: 16 Sep 2004 %%***************************************************************************** function [param,breakyes,restart,msg] = sqlpcheckconvg(param,runhist); termcode = param.termcode; iter = param.iter; obj = param.obj; relgap = param.relgap; gap = param.gap; prim_infeas = param.prim_infeas; dual_infeas = param.dual_infeas; mu = param.mu; homrp = param.homrp; homRd = param.homRd; prim_infeas_bad = param.prim_infeas_bad; prim_infeas_min = min(param.prim_infeas_min, max(prim_infeas,1e-10)); dual_infeas_bad = param.dual_infeas_bad; dual_infeas_min = min(param.dual_infeas_min, max(dual_infeas,1e-10)); printlevel = param.printlevel; stoplevel = param.stoplevel; ublksize = param.ublksize; use_LU = param.use_LU; numpertdiagschur = param.numpertdiagschur; infeas = max(prim_infeas,dual_infeas); restart = 0; breakyes = 0; msg = []; %% if (param.normX > 1e15*param.normX0 | param.normZ > 1e15*param.normZ0) termcode = 3; breakyes = 1; end err = max(infeas,relgap); if (param.homRd < 0.1*sqrt(err*max(param.inftol,1e-13))) ... & (iter > 30 | termcode==3) termcode = 1; breakyes = 1; end if (param.homrp < 0.1*sqrt(err*max(param.inftol,1e-13))) ... & (iter > 30 | termcode==3) termcode = 2; breakyes = 1; end if (stoplevel) & (iter > 2) & (~breakyes) prim_infeas_bad = ... + (prim_infeas > max(1e-10,1e2*prim_infeas_min) & (prim_infeas_min < 1e-2)) ... + (prim_infeas > prod(1.5-runhist.step(iter+1:iter-1))*runhist.pinfeas(iter-2)); dual_infeas_bad = ... + (dual_infeas > max(1e-8,1e3*dual_infeas_min) & (dual_infeas_min < 1e-2)); if (mu < 1e-8) | (use_LU) idx = [max(1,iter-1): iter]; elseif (mu < 1e-4); idx = [max(1,iter-2): iter]; else idx = [max(1,iter-3): iter]; end gap_progress_bad = (infeas < 1e-4) & (relgap < 5e-3) ... & (gap > 0.9*exp(mean(log(runhist.gap(idx))))); gap_progress_bad2 = (infeas < 1e-4) & (relgap < 1) ... & (gap > 0.95*exp(mean(log(runhist.gap(idx))))); gap_ratio = runhist.gap(idx+1)./runhist.gap(idx); idxtmp = [max(1,iter-4): iter]; gap_ratio_tmp = runhist.gap(idxtmp+1)./runhist.gap(idxtmp); gap_slowrate = min(0.8,max(0.6,2*mean(gap_ratio_tmp))); idx2 = [max(1,iter-10): iter]; gap_ratio2 = runhist.gap(idx2+1)./runhist.gap(idx2); gap_slow = all(gap_ratio > gap_slowrate); gap_slow2 = all(gap_ratio2 > gap_slowrate); if (iter > 20) & (infeas < 1e-4 | prim_infeas_bad) ... & (max(infeas,relgap) < 1) ... & ~(min(runhist.step(idx)) > 0.2 & ublksize) if (gap_slow & prim_infeas_bad & (relgap < 1e-3)) ... | (gap_slow2 & prim_infeas_bad & ublksize & (runhist.step(iter+1) > 0.2)) msg = 'stop: progress is too slow'; if (printlevel); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; elseif (max(infeas,relgap) < 1e-2) & (prim_infeas_bad) if (relgap < max(0.2*prim_infeas,1e-2*dual_infeas)) msg = 'stop: relative gap < infeasibility'; if (printlevel); fprintf('\n %s',msg); end termcode = -1; breakyes = 1; end end end if (iter > 20) & (gap_progress_bad) ... & (prim_infeas_bad | any(runhist.step(idx) > 0.5)) msg = 'stop: progress is bad'; if (printlevel); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; end if (iter > 20) & (gap_progress_bad2) ... & (numpertdiagschur > 10); msg = 'stop: progress is bad'; if (printlevel); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; end if (iter > 30) & (prim_infeas_bad) & (gap_slow) & (relgap < 1e-3) ... & (dual_infeas < 1e-5) & ~(min(runhist.step(idx)) > 0.2 & ublksize) msg = 'stop: progress is bad*'; if (printlevel); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; end if (iter > 30) & (dual_infeas_bad) & (relgap < 1e-3) ... & (dual_infeas < 1e-5) ... & ~(min(runhist.step(idx)) > 0.2 & ublksize) msg = 'stop: dual infeas has deteriorated too much'; if (printlevel); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; end if (iter > 50) & (prim_infeas/runhist.pinfeas(1) < 1e-6) ... & (dual_infeas/runhist.dinfeas(1) > 1e-3) ... & (runhist.step(iter+1) > 0.2) & (relgap > 1e-3) msg = 'stop: lack of progress in dual infeas'; if (printlevel); fprintf('\n %s, homrp=%2.1e',msg,param.homrp); end termcode = -5; breakyes = 1; end if (iter > 50) & (dual_infeas/runhist.dinfeas(1) < 1e-6) ... & (prim_infeas/runhist.pinfeas(1) > 1e-3) ... & (runhist.step(iter+1) > 0.2) & (relgap > 1e-3) msg = 'stop: lack of progress in primal infeas'; if (printlevel); fprintf('\n %s, homRd=%2.1e',msg,param.homRd); end termcode = -5; breakyes = 1; end if (min(runhist.infeas) < 1e-4 | (prim_infeas_bad & iter > 10)) ... & (max(runhist.infeas) > 1e-5) | (iter > 20) relgap2 = abs(diff(obj))/(1+sum(abs(obj))); if (relgap2 < 1e-3); step_short = all(runhist.step([iter:iter+1]) < 0.05) ; elseif (relgap2 < 1) | (use_LU) idx = [max(1,iter-3): iter+1]; step_short = all(runhist.step(idx) < 0.03); else step_short = 0; end if (step_short) & (relgap2 < 1e-2) msg = 'stop: steps too short consecutively'; if (printlevel); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; end end if (iter > 3 & iter < 20) & (infeas > 1) ... & (min(param.homrp,param.homRd) > min(1e-8,param.inftol)) ... & (max(runhist.step(max(1,iter-3):iter+1)) < 1e-3) if (stoplevel == 2) msg = 'stop: steps too short consecutively*'; if (printlevel) fprintf('\n *** Too many tiny steps, advisable to restart'); fprintf(' with the following iterate.') fprintf('\n *** Suggestion: [X0,y0,Z0] = infeaspt(blk,At,C,b,2,1e5);'); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; elseif (stoplevel == 3) msg = 'stop: steps too short consecutively*'; if (printlevel) fprintf('\n *** Too many tiny steps even') fprintf(' after restarting'); fprintf('\n %s',msg); end termcode = -5; breakyes = 1; else if (printlevel) fprintf('\n *** Too many tiny steps:') fprintf(' restarting with the following iterate.') fprintf('\n *** [X,y,Z] = infeaspt(blk,At,C,b,2,1e5);'); end prim_infeas_min = 1e20; prim_infeas_bad = 0; restart = 1; end end end if (max(relgap,infeas) < param.gaptol) msg = sprintf('stop: max(relative gap, infeasibilities) < %3.2e',param.gaptol); if (printlevel); fprintf('\n %s',msg); end termcode = 0; breakyes = 1; end %% param.prim_infeas_bad = prim_infeas_bad; param.prim_infeas_min = prim_infeas_min; param.dual_infeas_bad = dual_infeas_bad; param.dual_infeas_min = dual_infeas_min; param.termcode = termcode; %%**************************************************************************************