39 lines
1.2 KiB
Mathematica
39 lines
1.2 KiB
Mathematica
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function Matrices = mpt_collect_equalities(Matrices,equalities)
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% These were just found
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Aeq_fixed = Matrices.G(equalities,:);
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Beq_fixed = -Matrices.E(equalities,:);
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beq_fixed = Matrices.W(equalities,:);
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% For numerical reasons, remove fixed variables in old constraints
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% (This will remove big numbers from big-M)
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if ~isempty(Matrices.Aeq)
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fixed = find(Matrices.lb(1:Matrices.nu) == Matrices.ub(1:Matrices.nu));
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if ~isempty(fixed)
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Matrices.beq = Matrices.beq - Matrices.Aeq(:,fixed)*Matrices.lb(fixed);
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Matrices.Aeq(:,fixed) = 0;
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end
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skip = find(~any(full([Matrices.Aeq Matrices.beq Matrices.Beq]),2));
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if ~isempty(skip)
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Matrices.Aeq(skip,:) = [];
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Matrices.Beq(skip,:) = [];
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Matrices.beq(skip,:) = [];
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end
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end
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% These variables are fixed
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fixed = find(Matrices.lb == Matrices.ub);
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if ~isempty(fixed)
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fixed = fixed(find(fixed <= Matrices.nu));
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end
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Aeq = sparse(1:length(fixed),fixed,ones(length(fixed),1),length(fixed),size(Matrices.G,2));
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Beq = zeros(length(fixed),size(Matrices.E,2));
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beq = Matrices.lb(fixed);
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% Merge everything with original equalities
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Matrices.Aeq = [Aeq;Matrices.Aeq;Aeq_fixed];
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Matrices.Beq = [Beq;Matrices.Beq;Beq_fixed];
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Matrices.beq = [beq;Matrices.beq;beq_fixed];
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