56 lines
1.6 KiB
Mathematica
56 lines
1.6 KiB
Mathematica
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function [lb,ub,cand_rows_eq,cand_rows_lp] = findulb(F_struc,K,lb,ub)
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%FINDULB Internal function to extract upper and lower variable bounds
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n = size(F_struc,2)-1;
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if nargin < 3
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lb = -inf*ones(n,1);
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ub = inf*ones(n,1);
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end
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cand_rows_eq = [];
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cand_rows_lp = [];
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ub2 = ub;
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lb2 = lb;
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if (K.f ~=0)
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A = -F_struc(1:K.f,2:end);
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b = F_struc(1:K.f,1);
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n = size(F_struc,2)-1;
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cand_rows_eq = find(sum(A~=0,2)==1);
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for i = 1:length(cand_rows_eq)
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j = find(A(cand_rows_eq(i),:));
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ub(j)=min(ub(j),b(cand_rows_eq(i))/A(cand_rows_eq(i),j));
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lb(j)=max(lb(j),b(cand_rows_eq(i))/A(cand_rows_eq(i),j));
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end
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end
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if (K.l ~=0)
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A = -F_struc(K.f+1:K.f+K.l,2:end);
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b = F_struc(K.f+1:K.f+K.l,1);
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[lb,ub,cand_rows_lp] = localBoundsFromInequality(A,b,lb,ub);
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end
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if isfield(K,'q') && nnz(K.q) > 0
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% Pick out the c'x+d termn in cone(Ax+b,cx+d)
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top = cumsum([1 K.q(1:end-1)]);
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A = -F_struc(K.f+K.l+top,2:end);
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b = F_struc(K.f+K.l+top,1);
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[lb,ub] = localBoundsFromInequality(A,b,lb,ub);
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end
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function [lb,ub,cand_rows_lp] = localBoundsFromInequality(A,b,lb,ub);
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n = size(A,2);
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cand_rows_lp = find(sum(A~=0,2)==1);
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if ~isempty(cand_rows_lp)
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[ii,jj,kk] = find(A(cand_rows_lp,:));
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s_pos = find(kk>0);
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s_neg = find(kk<=0);
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if ~isempty(s_pos)
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for s = 1:length(s_pos)
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ub(jj(s_pos(s)),1) = full(min(ub(jj(s_pos(s))),b(cand_rows_lp(ii(s_pos(s))))./kk(s_pos(s))));
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end
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end
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if ~isempty(s_neg)
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for s = 1:length(s_neg)
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lb(jj(s_neg(s)),1) = full(max(lb(jj(s_neg(s))),b(cand_rows_lp(ii(s_neg(s))))./kk(s_neg(s))));
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end
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end
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end
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