Set index sets assigning constraint numbers to the type of constraint penalization (which penalty function is used for each inequality). By default, penalty-barrier and reciprocal penalty are used for function and matrix constraints, respectively. Constraints using log-barrier need to be explicitely named in *Ybar arrays.
0001 % Set index sets assigning constraint numbers to the type of constraint 0002 % penalization (which penalty function is used for each inequality). 0003 % By default, penalty-barrier and reciprocal penalty are used for function 0004 % and matrix constraints, respectively. Constraints using log-barrier need 0005 % to be explicitely named in *Ybar arrays. 0006 function []=setpentype(obj,lbxbar,ubxbar,lbYbar,ubYbar) 0007 0008 [ignore, indbar, ignore2] = intersect((obj.xboxmap.*obj.xboxmlt)',[-lbxbar,ubxbar]); 0009 obj.xboxindbar = indbar; 0010 obj.xboxindphi = setdiff([1:obj.Nxbox],indbar); 0011 %obj.xboxindbar = [1:obj.Nxbox]; 0012 %obj.xboxindphi = []; 0013 0014 %obj.ineqindbar = []; % will not use 0015 obj.ineqindphi = [1:obj.Nineq]; 0016 0017 [ignore, indbar, ignore2] = intersect((obj.Yboxmap.*obj.Yboxmlt)',[-lbYbar,ubYbar]); 0018 obj.Yboxindbar = indbar; 0019 obj.Yboxindphi = setdiff([1:obj.NYbox],indbar); 0020 %obj.Yboxindphi = [1:obj.NYbox]; 0021 0022 %obj.Aindbar = []; % will not use at all 0023 obj.Aindphi = [1:obj.NA]; 0024 0025