88 lines
2.0 KiB
Mathematica
88 lines
2.0 KiB
Mathematica
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function p = update_sumsepquad_bounds(p);
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% Looking for case z = b+ q1(x1) + q2(x2) + ... where q quadratic
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if p.boundpropagation.sepquad
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found = 0;
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for j = 1:p.K.f
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a = p.F_struc(j,2:end);
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b = p.F_struc(j,1);
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used = find(a);
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data = [];
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if nnz(a) > 2 && all(p.variabletype(used) == 2 | p.variabletype(used) == 0)
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% Only linear or quadratic and there is a mixed term
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nonlinears = find(p.variabletype(used)==2);
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if (nnz(a) > length(nonlinears)) && length(nonlinears) > 0
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data = [];
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for i = 1:length(nonlinears)
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linear = find(p.monomtable(nonlinears(i),:));
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data = [data;linear a(linear) a(nonlinears(i))];
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a(linear)=0;
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a(nonlinears(i))=0;
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found = 1;
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end
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end
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end
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if nnz(a) == 1 & ~isempty(data)
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k = find(a);
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ai = a(k);
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data(:,2:end) = data(:,2:end)/(-ai);
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b = b/-ai;
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L = b;
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U = b;
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for i = 1:size(data,1)
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[Li,Ui] = wcquad(data(i,2:3),p.lb(data(i,1)),p.ub(data(i,1)));
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L = L + Li;
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U = U + Ui;
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end
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p.lb(k) = max(p.lb(k),L);
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p.ub(k) = min(p.ub(k),U);
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end
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end
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if ~found
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% Turn off this feature
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p.boundpropagation.sepquad = 0;
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end
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end
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function [Li,Ui] = wcquad(c,lb,ub)
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% Stationary point
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xs = -c(1)/(2*c(2));
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fs = c(1)*xs+c(2)*xs^2;
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stationaryInBounds = (xs >= lb) && (xs <= ub);
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if isinf(lb)
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if c(2)>0
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fl = inf;
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else
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fl = -inf;
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end
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else
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fl = c(1)*lb+c(2)*lb^2;
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end
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if isinf(ub)
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if c(2)>0
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fu = inf;
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else
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fu = -inf;
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end
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else
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fu = c(1)*ub+c(2)*ub^2;
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end
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if stationaryInBounds
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Li = min([fl fu fs]);
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Ui = max([fl fu fs]);
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else
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Li = min([fl fu]);
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Ui = max([fl fu]);
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end
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if any(isnan([Li Ui]))
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error('hej')
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end
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