46 lines
943 B
Mathematica
46 lines
943 B
Mathematica
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function model = yalmip2cbc(interfacedata)
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F_struc = interfacedata.F_struc;
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Q = interfacedata.Q;
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c = interfacedata.c;
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K = interfacedata.K;
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lb = full(interfacedata.lb);
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ub = full(interfacedata.ub);
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x0 = interfacedata.x0;
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if isempty(F_struc)
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Aeq = [];
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beq = [];
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A = [];
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b = [];
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else
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Aeq = -F_struc(1:1:K.f,2:end);
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beq = F_struc(1:1:K.f,1);
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A =-F_struc(K.f+1:end,2:end);
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b = F_struc(K.f+1:end,1);
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end
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ivars = repmat('C',length(c),1);
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ivars(interfacedata.integer_variables) = 'I';
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ivars(interfacedata.binary_variables) = 'B';
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% CBC merges equalities and equalities
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ru = full([beq;b]);
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rl = full([beq;repmat(-inf,length(b),1)]);
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A = [Aeq;A];
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% SOS currently not supported
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sos.type='';
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sos.index=[];
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sos.weight=[];
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model.H = tril(Q);
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model.f = full(c);
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model.A = A;
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model.rl = rl;
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model.ru = ru;
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model.lb = lb;
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model.ub = ub;
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model.xtype = ivars;
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model.sos = sos;
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model.x0 = [];
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