46 lines
1.5 KiB
Mathematica
46 lines
1.5 KiB
Mathematica
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function p = propagate_bounds_from_complementary(p)
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LU = [p.lb p.ub];
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complementary = find(p.lb==0 & p.ub==0 & p.variabletype'==1);
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if ~isempty(complementary)
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for i = 1:length(complementary)
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index = find(p.bilinears(:,1) == complementary(i));
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x = p.bilinears(index,2);
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y = p.bilinears(index,3);
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if p.lb(x)>1e-4 | p.ub(x) < -1e-4 & p.lb(y)+p.ub(y)~=0
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if p.lb(y)>1e-4 | p.ub(y)<-1e-4
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p.feasible = 0;
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end
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p.ub(y)=0;
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p.lb(y)=0;
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elseif (p.lb(y)>1e-4 | p.ub(y) < -1e-4) & p.lb(x)+p.ub(x)~=0
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if p.lb(x)>1e-4 | p.ub(x)<-1e-4
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p.feasible = 0;
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end
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p.ub(x)=0;
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p.lb(x)=0;
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end
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end
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end
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complementary = find(p.lb==p.ub & p.variabletype'==1);
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if ~isempty(complementary)
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for i = 1:length(complementary)
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index = find(p.bilinears(:,1) == complementary(i));
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x = p.bilinears(index,2);
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y = p.bilinears(index,3);
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k = p.lb(complementary(i));
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% x*y == k, case x and y negative, k positive
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if p.ub(x) < 0 & k >= 0
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p.lb(y) = max([p.lb(y) k/p.ub(x)]);
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p.ub(y) = min([p.ub(y) 0]);
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end
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if p.lb(y) > p.ub(y);p.feasible = 0;return;end
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if p.ub(y) < 0 & k >= 0
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p.lb(x) = max([p.lb(x) k/p.ub(y)]);
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p.ub(x) = min([p.ub(x) 0]);
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end
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if p.lb(x) > p.ub(x);p.feasible = 0;return;end
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end
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end
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if ~isequal(LU,[p.lb p.ub])
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p.changedbounds = 1;
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end
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