112 lines
2.6 KiB
Mathematica
112 lines
2.6 KiB
Mathematica
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function [lb,ub,redundant,psstruct,infeasible] = tightenbounds(A,b,lb,ub,integer_variables,binary_variables,changed_bounds);
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%TIGHTENBOUNDS Internal function to perform bound tightening
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% Author Johan L<EFBFBD>fberg
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% $Id: tightenbounds.m,v 1.1 2006-03-30 13:56:54 joloef Exp $
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% Simple bound pre-processing (paper by Savelsbergh)
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% No code optimization at all
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if nargin < 5
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integer_variables = [];
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end
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if nargin < 6
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binary_variables = [];
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end
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if nargin < 7
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changed_bounds = [];
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end
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ubnew = ub;
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lbnew = lb;
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goon = 1;
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AL0A = (A>0).*A;
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AG0A = (A<0).*A;
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At = A';
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use_indicies=ones(length(b),1);
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used = full(any(A(:,find(changed_bounds)),2));
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isbinary = ismembcYALMIP(1:length(lb),binary_variables);
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isinteger = ismembcYALMIP(1:length(lb),binary_variables);
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goon = all(lb<=ub);
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infeasible = ~goon;
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Cpp = cell(1,size(At,2));
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Cmm = cell(1,size(At,2));
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r1 = cell(1,size(At,2));
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for i = 1:size(At,2)
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[ii,jj,kk] = find(At(:,i));
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Cpp{i} = ii(kk>0);
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Cmm{i} = ii(kk<0);
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end
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iter1 = 1;
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if ~infeasible & (iter1 < 10)
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iter2 = 1;
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while goon & iter2 < 10
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bi_up = AL0A*ub+AG0A*lb;
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bi_dn = AL0A*lb+AG0A*ub;
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%
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if ~isempty(find(bi_dn>b))
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infeasible = 1;
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break;
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end
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%
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bminusbdn=b-bi_dn;
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for i = find(use_indicies & used)'
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Cp = Cpp{i};
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if ~isempty(Cp)
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r = At(Cp,i);
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new1=lbnew(Cp)+bminusbdn(i)./r;
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ubnew(Cp) = min(ubnew(Cp),new1);
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end
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Cm = Cmm{i};
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if ~isempty(Cm)
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r = At(Cm,i);
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new2=ubnew(Cm)+bminusbdn(i)./r;
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lbnew(Cm) = max(lbnew(Cm),new2);
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end
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if any(lbnew>ubnew)
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infeasible = 1;
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break
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end
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end
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if ~infeasible
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lbnew(integer_variables) = round(lbnew(integer_variables)+0.49999);
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ubnew(integer_variables) = round(ubnew(integer_variables)-0.49999);
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lbnew(binary_variables) = round(lbnew(binary_variables)+0.49999);
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ubnew(binary_variables) = round(ubnew(binary_variables)-0.49999);
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goon = (~all((lb==lbnew) & (ub==ubnew))) & all(lbnew<=ubnew);
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used = (lb~=lbnew) | (ub~=ubnew);
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used = full(any(A(:,find(used)),2));
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lb = lbnew;
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ub = ubnew;
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use_indicies = use_indicies & bi_up>b;
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else
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goon = 0;
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end
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iter2 = iter2 + 1;
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end
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iter1 = iter1 + 1;
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redundant = find(bi_up<=b-0.001);
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else
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redundant=[];
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end
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psstruct.AL0A = AL0A;
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psstruct.AG0A = AG0A;
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