52 lines
1.9 KiB
Mathematica
52 lines
1.9 KiB
Mathematica
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function p = updatenonlinearbounds(p,changed_var,keepbest);
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dbstack
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error
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if ~isempty(p.bilinears)
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x = p.bilinears(:,2);
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y = p.bilinears(:,3);
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z = p.bilinears(:,1);
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x_lb = p.lb(x);
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x_ub = p.ub(x);
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y_lb = p.lb(y);
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y_ub = p.ub(y);
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bounds = [x_lb.*y_lb x_lb.*y_ub x_ub.*y_lb x_ub.*y_ub];
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new_lb = max([p.lb(z) min(bounds,[],2)],[],2);
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new_ub = min([p.ub(z) max(bounds,[],2)],[],2);
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% Avoid updating small bounds (numerical reasons)
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update = find(p.lb(z) < p.ub(z)-1e-4);
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p.lb(z(update)) = new_lb(update);
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p.ub(z(update)) = new_ub(update);
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p.lb(p.integer_variables) = fix(p.lb(p.integer_variables));
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p.ub(p.integer_variables) = fix(p.ub(p.integer_variables));
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p.lb(p.binary_variables) = fix(p.lb(p.binary_variables));
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p.ub(p.binary_variables) = fix(p.ub(p.binary_variables));
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quadratic_variables = p.bilinears(x==y,1);
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p.lb(quadratic_variables(p.lb(quadratic_variables)<0)) = 0;
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end
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if ~isempty(p.high_monom_model)
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for i = 1:size(p.high_monom_model,1)
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j = p.high_monom_model(i,1);
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[a,b,c] = find(p.high_monom_model(i,2:end));
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if length(a) == 1
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if even(c)
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% fix this case...
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% p.ub(b) = min([p.ub(b) sign(p.ub(j))*(abs(p.ub(j))^(1/c))]);
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% p.lb(b) = max([p.lb(b) sign(p.lb(j))*(abs(p.lb(j))^(1/c))]);
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else
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if c>0
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p.ub(b) = min([p.ub(b) sign(p.ub(j))*(abs(p.ub(j))^(1/c))]);
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p.lb(b) = max([p.lb(b) sign(p.lb(j))*(abs(p.lb(j))^(1/c))]);
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else
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% if p.lb(b)>0
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% p.ub(b) = min([p.ub(b) sign(p.lb(j))*(abs(p.lb(j))^(1/c))]);
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% p.lb(b) = max([p.lb(b) sign(p.ub(j))*(abs(p.ub(j))^(1/c))]);
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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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end
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