keywords.rar_ADMM lasso_ADMM LASSO_LASSO 预测_admm matlab_lasso

function varargout = variable( varargin ) %VARIABLE Declares a single CVX variable with optional matrix structure. % VARIABLE x % where x is a valid MATLAB variable nm, declares a scalar % variable for the current cvx problem. A variable with that % name is added to the problem, and a cvx object with that % name is created in the current workspace. An error is % generated if a cvx problem isn't in the current workspace. % % VARIABLE x(n1,n2,...,nk) % declares a vector, matrix, or array variable with dimensions % n1, n2, ..., nk, each of which must be positive integers. % % VARIABLE x(n1,n2,...,nk) mod1 mod2 mod3 ... modp % declares a vector, matrix, or array with structure. The % modifiers mod1, mod2, ... can each be one of the following: % complex symmetric skew-symmetric hermitian % skew-hermitian toeplitz hankel upper-hankel % lower-triangular upper-triangular tridiagonal % diagonal lower-bidiagonal upper-bidiagonal % Appropriate combinations of these modifiers can be chosen % as well. All except "complex" require that the matrix be % square. If an N-D (N>2) array is specified, then the matrix % structure is applied to each 2-D "slice" of the array. % % Examples: % variable x(100,100) symmetric tridiagonal % variable z(10,10,10) % variable y complex % % See also VARIABLES, DUAL, DUALS. global cvx___ prob = evalin( 'caller', 'cvx_problem', '[]' ); if ~isa( prob, 'cvxprob' ), error( 'No CVX model exists in this scope.' ); elseif isempty( cvx___.problems ), error( 'Internal CVX data corruption. Please CLEAR ALL and rebuild your model.' ); end pstr = cvx___.problems( end ); if pstr.self ~= prob, error( 'Internal CVX data corruption. Please CLEAR ALL and rebuild your model.' ); end % % Parse the text % name = cell( 1, nargin ); args = cell( 1, nargin ); toks = regexp( varargin, '^([a-zA-Z]\w*)(\(.*\))?$', 'tokens' ); for k = 1 : nargin, tok = toks{k}; if isempty( tok ), if k == 1, type = 'Variable'; else type = 'Structure'; end error( sprintf('CVX:Invalid%sSpec',type), 'Invalid %s specification: %s', lower(type), varargin{k} ); end tok = tok{1}; name{k} = tok{1}; if length(tok) < 2 || isempty( tok{2} ), args{k} = {}; else try args{k} = evalin( 'caller', [ '{', tok{2}(2:end-1), '};' ] ); catch exc error( exc.identifier, exc.message ); end end end % % Get the variable name and size % xname = name{1}; if ~isvarname( xname ), error( 'CVX:InvalidVariableSpec', 'Invalid variable name: %s', xname ); elseif xname(end) == '_', error( 'CVX:InvalidVariableSpec', 'Invalid variable name: %s\n Variables ending in underscores are reserved for internal use.', xname ); elseif isfield( cvx___.reswords, xname ), if cvx___.reswords.(xname) == 'S', error( 'CVX:InvalidVariableSpec', 'Invalid variable name: %s\n This is a reserved word in CVX.\n Trying to declare a structured matrix? Use the VARIABLE keyword instead.', xname ); else error( 'CVX:InvalidVariableSpec', 'Invalid variable name: %s\n This is a reserved word in CVX.', xname ); end elseif isfield( pstr.variables, xname ), error( 'CVX:InvalidVariableSpec', 'Duplicate variable name: %s', xname ); end switch evalin('caller',['exist(''',xname,''')']), case {0,1}, case 5, error( 'CVX:InvalidVariableSpec', 'Variable name "%s" is the name of a built-in MATLAB function.\nPlease choose a different name.', xname ); case 8, error( 'CVX:InvalidVariableSpec', 'Variable name "%s" is the name of an existing MATLAB class.\nPlease choose a different name.', xname ); otherwise, mpath = which( xname ); if ~isempty( mpath ), if strncmp( mpath, matlabroot, length(matlabroot) ), error( 'CVX:InvalidVariableSpec', 'Variable name "%s" is the name of an existing MATLAB function or directory:\n %s\nPlease choose a different name.', xname, mpath ); elseif strncmp( mpath, cvx___.where, length(cvx___.where) ), error( 'CVX:InvalidVariableSpec', 'Variable name "%s" matches the name of a CVX function or directory:\n %s\nPlease choose a different name.', xname, mpath ); else warning( 'Variable name "%s" matches the name of an function or directory:\n %s\nThis may cause unintended behavior with CVX models.\nPlease consider moving this file or choosing a different variable name.', xname, mpath ); end end end try xsize = [ args{1}{:} ]; catch exc error( exc.identifier, exc.message ); end if ~isempty( xsize ), [ temp, xsize ] = cvx_check_dimlist( xsize, true ); if ~temp, error( 'CVX:InvalidDimensions', 'Invalid dimension list: %s\n Dimension list must be a vector of finite nonnegative integers.', varargin{1} ); end end % % Parse the structure % isepi = false; ishypo = false; isnneg = false; issemi = false; itype = ''; if nargin > 1, try [ str, itypes ] = cvx_create_structure( varargin, name, args ); catch exc error( exc.identifier, exc.message ); end n_itypes = 0; for k = 1 : length( itypes ), strs = itypes{k}; switch strs, case 'epigraph_', isepi = true; case 'hypograph_', ishypo = true; case 'integer', n_itypes = n_itypes + 1; itype = 'i_integer'; case 'binary', n_itypes = n_itypes + 1; itype = 'i_binary'; case 'nonnegative', isnneg = true; case 'semidefinite', issemi = true; end end if isepi && ishypo, error( 'EPIGRAPH and HYPOGRAPH keywords cannot be used simultaneously.' ); end if n_itypes, if pstr.gp, error( 'Integer variables cannot be used in geometric programs.' ); elseif isepi || ishypo, error( 'Integer variables cannot be used as epigraphs or hypograph variables.' ); elseif issemi, error( 'Integer variables cannot also be declared semidefinite.' ); elseif n_itypes > 1, error( 'At most one integer keyword may be specified.' ); end end else str = []; end % % Create the variables % try v = newvar( prob, xname, xsize, str, pstr.gp ); catch exc error( exc.message ); end if isepi || ishypo, if pstr.gp, vv = log( v ); else vv = v; end if isepi, dir = 'epigraph'; else dir = 'hypograph'; end cvx___.problems( end ).objective = vv; cvx___.problems( end ).direction = dir; cvx___.problems( end ).geometric = pstr.gp; end if itype, [ tx, dummy ] = find( cvx_basis( v ) ); %#ok newnonl( prob, itype, tx(:)' ); cvx___.canslack( tx ) = false; end if issemi, [ dummy, issemi ] = newcnstr( prob, v, 0, '>=', true ); %#ok if ~issemi, isnneg = false; end end if isnneg && ~pstr.gp && ~strcmp( itype, 'i_binary' ), newcnstr( prob, v, 0, '>=', false ); end if nargout > 0, varargout{1} = v; else assignin( 'caller', xname, v ); end % Copyright 2005-2014 CVX Research, Inc. % See the file LICENSE.txt for full copyright information. % The command 'cvx_where' will show where this file is located.