37 lines
1.3 KiB
Mathematica
37 lines
1.3 KiB
Mathematica
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function [x,upper,possible,p,successful] = sdpPump(p,x,tolerance)
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upper = inf;
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intvars = [p.integer_variables(:);p.binary_variables(:)];
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convars = p.noninteger_variables;
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possible = 0;
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successful = 0;
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if length(convars)==1 && length(p.K.s)==1 && p.K.s(1)>0 && sum(p.K.q)==0
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possible = 1;
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if isempty(p.sdpPumpData)
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p.sdpPumpData.H = p.F_struc(1+p.K.f+p.K.l:end,:);
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p.sdpPumpData.H0 = reshape(p.sdpPumpData.H(:,1),p.K.s(1),p.K.s(1));
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p.sdpPumpData.Hx = reshape(p.sdpPumpData.H(:,1+convars),p.K.s(1),p.K.s(1));
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p.sdpPumpData.Hz = p.sdpPumpData.H(:,1 + intvars);if nnz(p.sdpPumpData.Hz)/numel(p.sdpPumpData.Hz)>0.5;p.sdpPumpData.Hz = full(p.sdpPumpData.Hz);end
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end
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Hy = p.sdpPumpData.H0 + reshape(p.sdpPumpData.Hz*x(intvars),p.K.s(1),p.K.s(1));
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s = eig(full(p.sdpPumpData.Hx),full(Hy));
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s(isinf(s))=[];
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s(isnan(s))=[];
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if any(s)
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x(convars) = min(-1./s(s~=0));
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if ~isnan(x(convars))
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x(convars) = max(x(convars),p.lb(convars));
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x(convars) = min(x(convars),p.ub(convars));
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if checkfeasiblefast(p,x,tolerance)
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upper = computecost(p.f,p.c,p.Q,x,p);
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successful = 1;
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else
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upper = inf;
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successful = 0;
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end
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end
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end
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end
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