61 lines
1.8 KiB
Mathematica
61 lines
1.8 KiB
Mathematica
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function p = updatemonomialbounds(p);
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LU = [p.lb p.ub];
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if ~isempty(p.bilinears)
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x = p.bilinears(:,2);
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y = p.bilinears(:,3);
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z = p.bilinears(:,1);
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x_lb = p.lb(x);
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x_ub = p.ub(x);
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y_lb = p.lb(y);
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y_ub = p.ub(y);
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bounds = [x_lb.*y_lb x_lb.*y_ub x_ub.*y_lb x_ub.*y_ub];
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new_lb = max([p.lb(z) min(bounds,[],2)],[],2);
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new_ub = min([p.ub(z) max(bounds,[],2)],[],2);
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% Avoid updating small bounds (numerical reasons)
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update = find(p.lb(z) < p.ub(z)-1e-4);
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p.lb(z(update)) = new_lb(update);
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p.ub(z(update)) = new_ub(update);
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implied_pos = find(p.lb(z)>0 & p.lb(x)>=0 & p.lb(y)<0);
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if ~isempty(implied_pos)
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p.lb(y(implied_pos))=0;
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end
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implied_pos = find(p.lb(z)>0 & p.lb(y)>=0 & p.lb(x)<0);
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if ~isempty(implied_pos)
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p.lb(x(implied_pos))=0;
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end
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from_square = find(x == y & ~isinf(p.ub(z)));
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if ~isempty(from_square)
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p.ub(x(from_square)) = min(p.ub(x(from_square)),sqrt(p.ub(z(from_square))));
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p.lb(x(from_square)) = max(p.lb(x(from_square)),-sqrt(p.ub(z(from_square))));
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end
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p = update_integer_bounds(p);
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quadratic_variables = p.bilinears(x==y,1);
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p.lb(quadratic_variables(p.lb(quadratic_variables)<0)) = 0;
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end
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if ~isempty(p.high_monom_model)
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for i = 1:size(p.high_monom_model,1)
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j = p.high_monom_model(i,1);
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[a,b,c] = find(p.high_monom_model(i,2:end));
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if length(a) == 1
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if even(c)
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% fix this case...
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else
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if c>0
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p.ub(b) = min([p.ub(b) sign(p.ub(j))*(abs(p.ub(j))^(1/c))]);
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p.lb(b) = max([p.lb(b) sign(p.lb(j))*(abs(p.lb(j))^(1/c))]);
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else
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end
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end
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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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