29 lines
824 B
Mathematica
29 lines
824 B
Mathematica
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function F = linearnegativeconstraint_implies_binary(f,X,M,m,eps);
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% Big-M for f<=0 implies X==1. Assumes f and X vectors of same size
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if nargin < 3 | isempty(M)
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[M,m,infbound] = derivebounds(f);
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if infbound
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warning('You have unbounded variables in IFF leading to a lousy big-M relaxation.');
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end
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end
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if nargin < 5
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eps = 1e-5;
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end
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if length(X) ~= length(f)
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error('Inconsistent sizes in linearnegativeconstraint_implies_binary: Report bug');
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end
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% f < -eps implies X==1
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if all(all(getbase(f)==fix(getbase(f))))
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xv = getvariables(f);
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if all(ismember(xv,yalmip('intvariables')) | ismember(xv,yalmip('binvariables')))
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% This is an integer expression so we can use a really large margin
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F = [f >= 0.5 + (m-0.5).*X];
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return
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end
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end
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F = [f >= -eps + (m+eps).*X];
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