49 lines
1.5 KiB
Mathematica
49 lines
1.5 KiB
Mathematica
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function [upper1,x_min] = fixer(p,output,prelaxed);
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x = output.Primal;
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integer = uniquestripped([p.binary_variables p.integer_variables]);
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n = length(integer);
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Fnew = [round(x(integer)) -sparse(1:n,integer,1,n,length(p.c))];
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p.F_struc = [Fnew;p.F_struc];
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p.K.f = p.K.f + n;
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% close = find(abs(round(x(integer)) - x(integer))<1e-2);
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% n = length(integer(close));
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% Fnew = [round(x(integer(close))) -sparse(1:n,integer(close),1,n,length(p.c))];
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% p.F_struc = [Fnew;p.F_struc];
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% p.K.f = p.K.f + n;
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% %
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% Add the bounds
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upper = find(~isinf(p.ub));
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if ~isempty(upper)
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Fnew = [p.ub(upper) -sparse(1:length(upper),upper,1,length(upper),length(p.c))];
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p.F_struc = [p.F_struc(1:p.K.f,:);Fnew;p.F_struc(p.K.f + 1:end,:)];
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p.K.l = p.K.l + length(upper);
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end
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lower = find(~isinf(p.lb));
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if ~isempty(lower)
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Fnew = [-p.lb(lower) sparse(1:length(lower),lower,1,length(lower),length(p.c))];
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p.F_struc = [p.F_struc(1:p.K.f,:);Fnew;p.F_struc(p.K.f + 1:end,:)];
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p.K.l = p.K.l + length(lower);
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end
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p.ub = p.ub + inf;
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p.lb = p.lb - inf;
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try
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output = bnb_solvelower(p.solver.lower.call,p,inf,nan);
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x = setnonlinearvariables(p,output.Primal);
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if output.problem == 0
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x_min = setnonlinearvariables(p,output.Primal);
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%x_min = output.Primal;
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upper1 = computecost(p.f,p.c,p.Q,x_min,p);%upper1 = x_min'*p.Q*x_min + p.c'*x_min + p.f;
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else
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x_min = [];
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upper1 = inf;
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end
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catch
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x_min = [];
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upper1 = inf;
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end
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