24 lines
818 B
Mathematica
24 lines
818 B
Mathematica
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function p = presolve_quadratic_psdbound(p)
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if p.K.f + p.K.l > 0
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for i = 1:p.K.l + p.K.f
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rhs = p.F_struc(i,1);
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c = -p.F_struc(i,2:end);
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if ~any(c(find(p.variabletype>4))) && all(p.c(find(p.variabletype==2)))
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[Q,c] = compileQuadratic(c,p);
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Q = Q(p.linears,p.linears);
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c = c(p.linears);
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[R,e] = chol(Q);
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if ~e && nnz(c)==0
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A = diag(diag(Q) - sum(abs(Q-diag(diag(Q))),2));
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[R,e] = chol(A);
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if ~e
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U = rhs./diag(A).^.5;
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L = -rhs./diag(A).^.5;
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p.ub(p.linears) = min([p.ub(p.linears),U],[],2);
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p.lb(p.linears) = max([p.lb(p.linears),L],[],2);
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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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