58 lines
2.6 KiB
Mathematica
58 lines
2.6 KiB
Mathematica
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function [p,lower,upper] = find_simple_variable_bounds(p);
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% This internal function extracts variable bounds for variables that only
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% have upper and lower bounds, and are not involved in any other
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% constraints. If the variable is involved in any other constraint, the
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% bound is set to inf
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if any(p.K.q > 0) | any(p.K.s > 0)
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lower = -inf(length(p.c),1);
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upper = inf(length(p.c),1);
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else
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[lower,upper,used_rows_eq,used_rows_lp] = findulb(p.F_struc,p.K);
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used_rows_eq = used_rows_eq(~any(full(p.F_struc(used_rows_eq,1+find(p.variabletype~=0))),2));
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used_rows_lp = used_rows_lp(~any(full(p.F_struc(p.K.f + used_rows_lp,1+find(p.variabletype~=0))),2));
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if ~isempty(used_rows_lp)
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p_temp = p;
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p_temp.F_struc(p.K.f+used_rows_lp,:)=[];
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p_temp.K.l = p.K.l - length(used_rows_lp);
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if size(p.F_struc,1) > 0
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% These variables are still used in some other constraints
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still_used = find(sum(abs(p_temp.F_struc(:,2:end)),1) > 0);
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if ~isempty(still_used)
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% we have to keep these variables
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lower(still_used) = -inf;
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upper(still_used) = inf;
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keep_rows_eq = find(sum(abs(p.F_struc(1:p.K.f,1+still_used)),2) > 0);
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keep_rows_lp = find(sum(abs(p.F_struc(1+p.K.f:p.K.f+p.K.l,1+still_used)),2) > 0);
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keep_rows_c = find(sum(abs(p.F_struc(1+p.K.f+p.K.l:end,1+still_used)),2) > 0);
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% if ~isempty(keep_rows_c)% any(keep_rows>(p.K.l + p.K.f))
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% error('Tell johan to fix the SDP case in find_simple_variable_bounds!')
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% end
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used_rows_eq = setdiff(used_rows_eq,keep_rows_eq);
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used_rows_lp = setdiff(used_rows_lp,keep_rows_lp);
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p.F_struc(used_rows_lp+p.K.f,:)=[];
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p.F_struc(used_rows_eq,:)=[];
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p.K.l = p.K.l - length(used_rows_lp);
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p.K.f = p.K.f - length(used_rows_eq);
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% keep_rows = find(sum(abs(p.F_struc(:,1+still_used)),2) > 0);
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% if any(keep_rows>(p.K.l + p.K.f))
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% error('Tell johan to fix the SDP case in find_simple_variable_bounds!')
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% end
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% used_rows = used_rows + p.K.f;
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% used_rows = setdiff(used_rows,keep_rows);
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% p.F_struc(used_rows,:)=[];
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% p.K.l = p.K.l - nnz(used_rows>p.K.f);
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% p.K.f = p.K.f - nnz(used_rows<=p.K.f);
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else
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p = p_temp;
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end
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else
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p = p_temp;
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end
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end
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end
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