22 lines
941 B
Mathematica
22 lines
941 B
Mathematica
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function LU = extract_bounds_from_abs_operator(LU,extstruct,extvariables,i);
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arg = extstruct(i).arg{1};
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if is(arg,'lpcone') & isreal(arg)
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vars = getvariables(arg);
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% Absolute value larger than 0
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LU(extvariables(i),1) = max([0 LU(extvariables(i),1)]);
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% Upper bound on linear smaller than abs upper bound
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LU(vars,2) = min([LU(vars,2) LU(extvariables(i),2)]);
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% Lower bound larger than -abs upper
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LU(vars,1) = max([LU(vars,1) -LU(extvariables(i),2)]);
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% Absolute upper bound smaller than max(abs(linear bounds))
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LU(extvariables(i),2) = max(abs(LU(vars,:)));
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elseif isreal(arg) & size(arg,1)==1
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absmax = abs(getbase(arg))*[1;max(abs(LU(getvariables(arg),:)),[],2)];
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LU(extvariables(i),1) = max([0 LU(extvariables(i),1)]);
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LU(extvariables(i),2) = min([absmax LU(extvariables(i),2)]);
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else
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% At least fix lower bound on absolute
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LU(extvariables(i),1) = max([0 LU(extvariables(i),1)]);
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end
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