20 lines
682 B
Mathematica
20 lines
682 B
Mathematica
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function p = presolve_bounds_from_quadratics(p)
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% Any elementwise constraints?
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if p.K.l >0
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% Any quadratic terms in model?
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if any(p.variabletype==2)
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for i = 1:p.K.l
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% Look for sum U >= sum(a_ix_i^2) where a_i>=0
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% Use it for x_i^2 <= U/a_i
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U = p.F_struc(p.K.f+i,1);
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if U>=0
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[aux,col,val] = find(p.F_struc(p.K.f+i,2:end));
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col = col(:);
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if all(p.variabletype(col)==2) & all(val<=0)
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p.ub(col) = min([p.ub(col) U./-val(:)],[],2);
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p.lb(col) = max([p.lb(col) 0*val(:)],[],2);
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end
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end
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end
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end
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end
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