iss_polimp.m

%%
%  Copyright 2014 Jacek B. Krawczyk and Alastair Pharo
%
%  Licensed under the Apache License, Version 2.0 (the "License");
%  you may not use this file except in compliance with the License.
%  You may obtain a copy of the License at
%
%      http://www.apache.org/licenses/LICENSE-2.0
%
%  Unless required by applicable law or agreed to in writing, software
%  distributed under the License is distributed on an "AS IS" BASIS,
%  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
%  See the License for the specific language governing permissions and
%  limitations under the License.
function [UOptimal, Errors] = iss_polimp(UOld, Value, DeltaFunction, ...
                                         StageReturnFunction, StateLB, ...
                                         StateUB, Conf)

  TotalStates = Conf.TotalStates;
  [UOptimal, ErrorCell] = Conf.CellFn(...
      @(StateNum,UStart) iss_polimp_each(UStart, StateNum, ...
                                         Value, DeltaFunction, ...
                                         StageReturnFunction, ...
                                         StateLB, StateUB, ...
                                         Conf), ...
      num2cell((1:TotalStates)'), ...
      UOld, ...
      'UniformOutput', false);
  
  Errors = cell2mat(ErrorCell)';
end

function [UOptimal, Error] = iss_polimp_each(UStart, StateNum, Value, DeltaFunction, ...
                                             StageReturnFunction, StateLB, ...
                                             StateUB, Conf)
  
  %% Extract relevant settings from Conf
  CodingVector = Conf.CodingVector;
  Dimension = Conf.Dimension;
  DiscountFactor = Conf.DiscountFactor;
  Optimizer = Conf.Optimizer;
  States = Conf.States;
  StateStepSize = Conf.StateStepSize;
  UserConstraintFunctionFile = Conf.UserConstraintFunctionFile;
  UserConstraintFunction = Conf.UserConstraintFunction;

  Options = Conf.Options;  
  StateVect=SnToSVec(StateNum,CodingVector,Dimension);
  StateVars=(StateVect-1).*StateStepSize+StateLB;

  [UOptimal, Error] = ...
      Optimizer(UStart, Value, StateVars, DeltaFunction, ...
                StageReturnFunction, StateLB, StateUB, Conf);
end