15 lines
529 B
Mathematica
15 lines
529 B
Mathematica
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function p = addComplementarityCuts(p)
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if size(p.complementary,1)>0
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p_cut = emptyNumericalModel;
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for i = 1:size(p.complementary,1)
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variables = p.complementary(i,:);
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if p.lb(variables(1))>0 & p.lb(variables(2))>0
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p_cut.F_struc(end+1,1)=p.ub(variables(2));
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p_cut.F_struc(end,1+variables(1))=-p.ub(variables(2))/p.ub(variables(1));
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p_cut.F_struc(end,1+variables(2))=-1;
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p_cut.K.l = p_cut.K.l + 1;
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end
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end
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p = mergeNumericalModels(p,p_cut);
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end
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