38 lines
1.6 KiB
Mathematica
38 lines
1.6 KiB
Mathematica
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function model = update_integer_bounds(model);
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if ~isempty(model.integer_variables)
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% Clean up things like 0.00001 <= x <= 0.999999 to 0 <= x <= 1
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% however, don't kill equalities 1 <= x <= 1
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lbfixed = fix(model.lb(model.integer_variables));
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ubfixed = fix(model.ub(model.integer_variables));
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fixlb = find(model.lb(model.integer_variables) == lbfixed);
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fixub = find(model.ub(model.integer_variables) == ubfixed);
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model.lb(model.integer_variables) = ceil(model.lb(model.integer_variables)-1e-4);
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model.ub(model.integer_variables) = floor(model.ub(model.integer_variables)+1e-4);
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if ~isempty(fixlb)
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model.lb(model.integer_variables(fixlb)) = lbfixed(fixlb);
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end
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if ~isempty(fixub)
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model.ub(model.integer_variables(fixub)) = ubfixed(fixub);
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end
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end
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if ~isempty(model.binary_variables)
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lbfixed = fix(model.lb(model.binary_variables));
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ubfixed = fix(model.ub(model.binary_variables));
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fixlb = find(model.lb(model.binary_variables) == lbfixed);
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fixub = find(model.ub(model.binary_variables) == ubfixed);
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model.lb(model.binary_variables) = ceil(model.lb(model.binary_variables)-1e-4);
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model.ub(model.binary_variables) = floor(model.ub(model.binary_variables)+1e-4);
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if ~isempty(fixlb)
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model.lb(model.binary_variables(fixlb)) = lbfixed(fixlb);
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end
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if ~isempty(fixub)
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model.ub(model.binary_variables(fixub)) = ubfixed(fixub);
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end
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end
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if any(model.lb(model.binary_variables) > model.ub(model.binary_variables))
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model.feasible = 0;
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end
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if any(model.lb(model.integer_variables) > model.ub(model.integer_variables))
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model.feasible = 0;
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end
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