Yalmip LMI Constraints Error

Hi Everyone, I am trying to using Yalmip to solve mixed an integer programming

    P_=sdpvar(1,24); U_=intvar(1,24); X=[P_ U_];
    obj=X*Gamma+X*Pi*X'+X*Psi*X'*Sigma'*X';
    constraints=LB'<=X<=UB';

   for t=26:48
        Gap=min(min_up,t-25);
        Vec=zeros(48,1);    Vec(t-gap:t-1)=1;
        constraints=constraints+((X*Vec/Gap)-floor(X*Vec/Gap)<=0);
    end

    opts=sdpsettings('solver','bnb','bnb.solver','fmincon');
    solvesdp(constraints,obj,opts)
    P(i,:)=double(P_); U(i,:)=double(U_);

where, Gamma, Pi, Psi, Sigma, min_up LB UB are all known, it was fine when I am using Yalmip_R20120806 and previous versions, but when I update to a newer version of Yalmip, it reports error:

Undefined function 'setupBounds' for input arguments of type 'lmi'.

Error in expandmodel (line 118) LUbounds = setupBounds(F,options,extendedvariables);

Error in compileinterfacedata (line 107) [F,failure,cause,operators] = expandmodel(F,h,options);

Error in solvesdp (line 241) [interfacedata,recoverdata,solver,diagnostic,F,Fremoved] = compileinterfacedata(F,[],logdetStruct,h,options,0,solving_parametric);

Error in Unit_Commitment (line 65) solvesdp(constraints,obj,opts)

Looks like after yalmip_R20120830, there is a new file named "setupBounds" inside the "extra" folder. Does anyone know what is wrong with my code?

Regards

Ying

[Johan Löfberg]

I created some random data, but could not reproduce the behavior. Do you really have the directory yalmip/extras in your path

Could you please supply typical data so that I can run the code to reproduce the issue. Alternatively, email me directly (or post the question again on the YALMIP specific Google groups forum)

[Johan Löfberg]

BTW, your constraint involving the floor function is unnecessarily complex. A better model is

temp = intvar(1); constraints=[constraints, (X*Vec/Gap) == temp]

since when you are constraining z-floor(z)<=0, z has to be integer, since z-floor(z) is positive for any non-integer number.

Answer 1

[YING]

Dear Johan:

Thank you for your replying and sorry for this late response. I changed my constraints as:

 temp = intvar(1); constraints=[constraints, (X*Vec/Gap) == temp]

and the error disappears!

I tried to solve it using “bmibnb” and it returns an error says:

 Undefined function 'getcutflag' for input arguments of type 'lmi'.
 Error in compileinterfacedata (line 510)
     if any(getcutflag(F))
 Error in solvesdp (line 241)
 [interfacedata,recoverdata,solver,diagnostic,F,Fremoved] =
 compileinterfacedata(F,[],logdetStruct,h,options,0,solving_parametric);
 Error in Unit_Commitment (line 64)
     solvesdp(constraints,obj,opts)

however, if I use previous version yalmip_r20120806, it could solve it using Mosek and Gurobi.

Regards

Ying