82 lines
2.9 KiB
Mathematica
82 lines
2.9 KiB
Mathematica
|
function [output,timing] = global_solve_upper(p,p_original,x,options,uppersolver,timing)
|
||
|
|
|
||
|
|
if ~isempty(p.binary_variables)
|
||
|
|
local_gave_good = find(abs(x(p_original.binary_variables)-fix(x(p_original.binary_variables)))< options.bnb.inttol);
|
||
|
|
p.lb(p.binary_variables(local_gave_good)) = fix(x(p.binary_variables(local_gave_good)));
|
||
|
|
p.ub(p.binary_variables(local_gave_good)) = fix(x(p.binary_variables(local_gave_good)));
|
||
|
|
for i = 1:3
|
||
|
|
p = update_eval_bounds(p);
|
||
|
|
p = propagate_bounds_from_equalities(p);
|
||
|
|
p = update_monomial_bounds(p);
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|
||
|
|
if ~isempty(p_original.integer_variables)
|
||
|
|
local_gave_good = find(abs(x(p.integer_variables)-fix(x(p.integer_variables)))< options.bnb.inttol);
|
||
|
|
p.lb((p.integer_variables(local_gave_good))) = fix(x(p.integer_variables(local_gave_good)));
|
||
|
|
p.ub((p.integer_variables(local_gave_good))) = fix(x(p.integer_variables(local_gave_good)));
|
||
|
|
for i = 1:3
|
||
|
|
p = update_eval_bounds(p);
|
||
|
|
p = propagate_bounds_from_equalities(p);
|
||
|
|
p = update_monomial_bounds(p);
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|
||
|
|
% The bounds and relaxed solutions have been computed w.r.t to the relaxed
|
||
|
|
% bilinear model. We only need the original bounds and variables.
|
||
|
|
p.lb = p.lb(1:length(p_original.c));
|
||
|
|
p.ub = p.ub(1:length(p_original.c));
|
||
|
|
|
||
|
|
x = x(1:length(p_original.c));
|
||
|
|
%
|
||
|
|
p_upper = p_original;
|
||
|
|
|
||
|
|
p_upper.lb = p.lb;
|
||
|
|
p_upper.ub = p.ub;
|
||
|
|
|
||
|
|
% KNITRO does not like fixed binary/integer variables, so we remove them
|
||
|
|
fixed_binary = find(p_upper.lb(p_upper.binary_variables) == p_upper.ub(p_upper.binary_variables));
|
||
|
|
fixed_integer = find(p_upper.lb(p_upper.integer_variables) == p_upper.ub(p_upper.integer_variables));
|
||
|
|
p_upper.binary_variables(fixed_binary) = [];if length(p_upper.binary_variables)==0;p_upper.binary_variables = [];end
|
||
|
|
p_upper.integer_variables(fixed_integer) = [];if length(p_upper.integer_variables)==0;p_upper.integer_variables = [];end
|
||
|
|
|
||
|
|
% Pick an initial point (this can be a bit tricky...)
|
||
|
|
lbinfbounds = find(isinf(p.lb));
|
||
|
|
ubinfbounds = find(isinf(p.ub));
|
||
|
|
switch p.options.bmibnb.localstart
|
||
|
|
case 'relaxed'
|
||
|
|
p_upper.x0 = x;
|
||
|
|
case 'boxcenter'
|
||
|
|
p_upper.x0 = x;
|
||
|
|
p_upper.x0(lbinfbounds)=0;
|
||
|
|
p_upper.x0(ubinfbounds)=0;
|
||
|
|
case 'zero'
|
||
|
|
p_upper.x0 = zeros(length(p.lb),1);
|
||
|
|
otherwise
|
||
|
|
error('Unknown local starting point option');
|
||
|
|
end
|
||
|
|
|
||
|
|
% Save time
|
||
|
|
p_upper.options.saveduals = 0;
|
||
|
|
|
||
|
|
% Solve upper bounding problem
|
||
|
|
p_upper.options.usex0 = 1;
|
||
|
|
tstart = tic;
|
||
|
|
try
|
||
|
|
output = feval(uppersolver,p_upper);
|
||
|
|
catch
|
||
|
|
output.Primal = zeros(length(p_upper.lb),1);
|
||
|
|
output.Problem = -1;
|
||
|
|
end
|
||
|
|
if isempty(output.Primal)
|
||
|
|
output.Primal = zeros(length(p_upper.lb),1);
|
||
|
|
end
|
||
|
|
|
||
|
|
timing.uppersolve = timing.uppersolve + toc(tstart);
|
||
|
|
|
||
|
|
% Project into the box (numerical issue)
|
||
|
|
output.Primal(output.Primal<p_upper.lb) = p_upper.lb(output.Primal<p_upper.lb);
|
||
|
|
output.Primal(output.Primal>p_upper.ub) = p_upper.ub(output.Primal>p_upper.ub);
|
||
|
|
|
||
|
|
|