42 lines
1.4 KiB
Mathematica
42 lines
1.4 KiB
Mathematica
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function [upper,x_min] = sosfixer(p,relaxedsolution,prelaxed)
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% Extremely simple heuristic for finding integer
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% solutions in problems where all variables are sos1 constrained
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% This was the relaxed solution
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x = relaxedsolution.Primal;
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% find the largest relaxed value in each sos1 group, and fix that value to
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% 1
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for i = 1:length(prelaxed.sosgroups)
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[~,loc] = max(relaxedsolution.Primal(prelaxed.sosgroups{i}));
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loc = prelaxed.sosgroups{i}(loc);
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candidates = find(abs(relaxedsolution.Primal(loc)-relaxedsolution.Primal(prelaxed.sosgroups{i}))<1e-5);
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%candidates(ceil(length(candidates)*rand(1)))
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loc = prelaxed.sosgroups{i}(candidates(ceil(length(candidates)*rand(1))));
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if p.lb(loc)==0
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prelaxed.lb(loc)=1;
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prelaxed.ub(setdiff(prelaxed.sosgroups{i},loc))=0;
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% prelaxed.K.f = prelaxed.K.f + 1;
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% e = zeros(1,size(p.F_struc,2));
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% e(1) = 1;
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% e(1,1+loc) = -1;
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% prelaxed.F_struc = [e;prelaxed.F_struc];
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end
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end
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prelaxed.ub(p.binary_variables) = min(1,prelaxed.ub(p.binary_variables));
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prelaxed.lb(p.binary_variables) = min(0,prelaxed.lb(p.binary_variables));
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upper = inf;
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x_min = [];
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output = feval(p.solver.lower.call,prelaxed);
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xtemp1 = output.Primal;
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upper1 = computecost(p.f,p.corig,p.Q,xtemp1,p);
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if checkfeasiblefast(p,xtemp1,p.options.bnb.feastol)
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x_min = xtemp1;
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upper = upper1;
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end
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end
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