84 lines
2.3 KiB
Mathematica
84 lines
2.3 KiB
Mathematica
|
function [upper,x_min] = feaspump(p,x)
|
||
|
|
|
||
|
|
% Assume we fail
|
||
|
|
upper = inf;
|
||
|
|
x_min = x;
|
||
|
|
|
||
|
|
% These should be integer
|
||
|
|
intvars = [p.integer_variables(:);p.binary_variables(:)];
|
||
|
|
n = length(p.c);
|
||
|
|
|
||
|
|
% Create rounded goal variable
|
||
|
|
xround = x;
|
||
|
|
xround(intvars) = round(xround(intvars));
|
||
|
|
|
||
|
|
p.c = [0*p.c;ones(n,1)];
|
||
|
|
p.Q = blkdiag(0*p.Q,spalloc(n,n,0));
|
||
|
|
|
||
|
|
f1 = [p.F_struc(1:p.K.f,:) zeros(p.K.f,n)];
|
||
|
|
f2 = [p.F_struc(1+p.K.f:end,:) zeros(size(p.F_struc,1)-p.K.f,n)];
|
||
|
|
p.F_struc = [f1;xround -eye(n) eye(n);-xround eye(n) eye(n);f2];
|
||
|
|
p.K.l = p.K.l + 2*n;
|
||
|
|
p.lb = [p.lb;-inf(n,1)];
|
||
|
|
p.ub = [p.ub;inf(n,1)];
|
||
|
|
|
||
|
|
% Append model with absolute value terms
|
||
|
|
c = p.c;
|
||
|
|
Q = p.Q;
|
||
|
|
p.c = [0*p.c;ones(n,1)];
|
||
|
|
p.Q = blkdiag(0*p.Q,spalloc(n,n,0));
|
||
|
|
p.F_struc = [p.F_struc(1:p.K.f,:) zeros(p.K.f,n);
|
||
|
|
xround -eye(n) eye(n);
|
||
|
|
-xround eye(n) eye(n);
|
||
|
|
p.F_struc zeros(size(p.F_struc,1)-p.K.f,n)];
|
||
|
|
p.monomtable = blkdiag(p.monomtable,eye(n));
|
||
|
|
p.variabletype = [p.variabletype zeros(1,n)];
|
||
|
|
p.K.l = p.K.l + 2*n;
|
||
|
|
p.lb = [p.lb;-inf(n,1)];
|
||
|
|
p.ub = [p.ub;inf(n,1)];
|
||
|
|
|
||
|
|
iter = 1;
|
||
|
|
xold = x;
|
||
|
|
while iter < 10 & isinf(upper)
|
||
|
|
|
||
|
|
% Append model with absolute value terms
|
||
|
|
ii = p.integer_variables;
|
||
|
|
jj = p.binary_variables;
|
||
|
|
p.integer_variables = [];
|
||
|
|
p.binary_variables = [];
|
||
|
|
p.F_struc(1+p.K.f:p.K.f+2*n,1) = [xround;-xround];
|
||
|
|
|
||
|
|
pumpsol = feval(p.solver.lower.call,p);
|
||
|
|
p.integer_variables = ii;
|
||
|
|
p.binary_variables = jj;
|
||
|
|
|
||
|
|
% Fix the varying data
|
||
|
|
p.F_struc(1+p.K.f:1+p.K.f+2*n-1,1) = [xround;-xround];
|
||
|
|
|
||
|
|
% Solve pumping problem
|
||
|
|
pumpsol = feval(p.solver.lower.call,p);
|
||
|
|
|
||
|
|
% New solution (extract original variables)
|
||
|
|
xnew = pumpsol.Primal(1:n);
|
||
|
|
|
||
|
|
if all(abs(xnew(intvars)-round(xnew(intvars))) < 1e-5)
|
||
|
|
% Feasible
|
||
|
|
upper = c'*xnew + xnew'*Q*xnew;
|
||
|
|
x_min = xnew(1:n);
|
||
|
|
else
|
||
|
|
% Stall?
|
||
|
|
if norm(xold-xnew) < 1e-3
|
||
|
|
% Yep, so flip the goal on some integers
|
||
|
|
[ii,jj] = sort(abs(xnew(intvars)-xround(intvars)));
|
||
|
|
flips = jj(end-(1+ceil(5*rand(1))):end);
|
||
|
|
% for i =1:length(jj)
|
||
|
|
xround(intvars(flips)) = (xround(intvars(flips))-1).^2;
|
||
|
|
% end
|
||
|
|
else
|
||
|
|
xround = xnew;xold = xnew;
|
||
|
|
xround(intvars) = round(xround(intvars));
|
||
|
|
end
|
||
|
|
end
|
||
|
|
iter = iter + 1;
|
||
|
|
end
|