57 lines
1.4 KiB
Mathematica
57 lines
1.4 KiB
Mathematica
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function [M,m,infbound,lowerinf,upperinf] = derivebounds(f,lowerupper)
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% Code to compute estimates of max and min
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% of the linear vector f
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basis = getbase(f);
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fvars = getvariables(f);
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if nargin == 1
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lowerupper = yalmip('getbounds',fvars);
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else
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lowerupper = lowerupper(fvars,:);
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end
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if any(any(isinf(lowerupper)))
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infbound = 1;
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lowerinf = any(isinf(lowerupper(:,1)));
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upperinf = any(isinf(lowerupper(:,2)));
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else
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infbound = 0;
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lowerinf = 0;
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upperinf = 0;
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end
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b = basis(:,1);
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A = basis(:,2:end);
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M = repmat(-inf,size(b,1),1);
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m = -M;
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if all(all(isinf(lowerupper)))
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M = repmat(inf,length(b),1);
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m = repmat(-inf,length(b),1);
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else
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lower = lowerupper(:,1);
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upper = lowerupper(:,2);
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Apos = (A>0);
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Aneg = (A<0);
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npA = nnz(Apos);
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nnA = nnz(Aneg);
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if all(all(~isinf(lowerupper)))
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M = A.*Apos*upper+A.*Aneg*lower;
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m = A.*Aneg*upper+A.*Apos*lower;
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elseif all(isinf(upper)) & nnA==0 & ~any(isinf(lower))
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% Speeds up norm(x,1) case
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m = A.*Apos*lower;
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else
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for i = 1:length(b)
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ind = A(i,:)>0;
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i1 = find(ind);
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i2 = find(~ind);
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a = A(i,[i1 i2]);
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M(i) = a*[upper(i1);lower(i2)];
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m(i) = a*[lower(i1);upper(i2)];
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end
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end
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end
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M(isnan(M)) = inf;
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M(isinf(M)) = 1e4; M = M+b;%+0.01;
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m(isnan(m)) = -inf;
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m(isinf(m)) = -1e4;m = m+b;%-0.01;
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