67 lines
1.9 KiB
Mathematica
67 lines
1.9 KiB
Mathematica
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function model = compressLifted(model)
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if isempty(model.aux_variables) || isempty(model.Aeq)
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return
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end
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[used,liftedIndex] = ismember(setdiff(model.aux_variables,model.evalVariables),model.linearindicies);
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if isempty(liftedIndex)
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return
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end
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linearIndex = setdiff(1:length(model.linearindicies),liftedIndex);
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lift.d = [];
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lift.T = [];
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lift.S = [];
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if ~isempty(model.Aeq)
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definingLift = find(any(model.Aeq(:,liftedIndex),2));
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lift.d = [lift.d;-model.beq(definingLift)];
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lift.T = [lift.T;model.Aeq(definingLift,linearIndex)];
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lift.S = [lift.S;-model.Aeq(definingLift,liftedIndex)];
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keep = any(lift.S,1);
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if ~all(keep)
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% FIXME: Sort out this case
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return
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end
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[i,j,k] = find(lift.S);
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lift.T = lift.T(i,:);
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lift.d = lift.d(i);
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model.Aeq(definingLift,:) = [];
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model.beq(definingLift,:) = [];
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model.Aeq(:,liftedIndex)=[];
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if isempty(model.Aeq)
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model.Aeq = [];
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model.beq = [];
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end
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end
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if size(lift.S,1) == size(lift.S,2) & length(lift.S) == length(liftedIndex)
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% Equalities defining the lifted variables d + Tx = y
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if ~isempty(model.A)
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Ax = model.A(:,linearIndex);
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Ay = model.A(:,liftedIndex);
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Ax = Ax + Ay*lift.T;
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b = model.b - Ay*lift.d;
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model.A = Ax;
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model.b = b;
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end
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lb = model.lb(liftedIndex);model.lb(liftedIndex)=[];
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ub = model.ub(liftedIndex);model.ub(liftedIndex)=[];
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uselb = find(~isinf(lb));
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if ~isempty(uselb)
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model.A = [model.A;-lift.T(uselb,:)];
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model.b = [model.b;lift.d(uselb) - lb(uselb)];
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end
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useub = find(~isinf(ub));
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if ~isempty(useub)
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model.A = [model.A;-lift.T(useub,:)];
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model.b = [model.b;lift.d(useub) - lb(useub)];
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end
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model.x0 = model.x0(linearIndex);
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lift.linearIndex = linearIndex;
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lift.liftedIndex = liftedIndex;
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model.lift = lift;
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else
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model.lift = [];
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end
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