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test_mosek.m
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test_mosek.m
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%% test the usage of factorwidth.m using Mosek
clear;close all
Partition = [2:2:10]; % partition of blocks
file = 'SedumiDataEx10';
load(['SeDuMiData\', file '.mat']);
Tcon = zeros(length(Partition),1);
Time = zeros(length(Partition),1);
Cost = zeros(length(Partition),1);
for k = 1:length(Partition)
opts.bfw = 1;
opts.nop = Partition(k);
opts.socp = 1;
% reformulating the SDP
Ts = tic;
[Anew, bnew, cnew, Knew, infofw] = factorwidth(A',b,c,K,opts);
Tcon(k) = toc(Ts);
% solve the new SDP using Mosek
prob1 = convert_sedumi2mosek(Anew', bnew, cnew,Knew);
try
Tmosek = tic;
[rcode1, res1] = mosekopt('minimize info', prob1);
Tmosek1 = toc(Tmosek);
Time(k) = Tmosek1;
Cost(k) = res1.sol.itr.pobjval;
catch
Time(k) = NaN;
Cost(k) = NaN;
end
end
figure
subplot(1,2,1)
plot(Partition, Time,'*','markersize',10);hold on; plot(Partition, Time,'b','linewidth',1.2);
xlabel('Number of partition','interpreter','latex')
ylabel('Solver time consumption (s)','interpreter','latex')
subplot(1,2,2)
plot(Partition, Cost,'*','markersize',10);hold on; plot(Partition, Cost,'b','linewidth',1.2);
xlabel('Number of partition','interpreter','latex')
ylabel('Cost value','interpreter','latex')