34 lines
807 B
Mathematica
34 lines
807 B
Mathematica
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function [equalities,redundant] = mpt_detect_fixed_rows(Matrices)
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A = [ Matrices.G -Matrices.E];
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b = Matrices.W;
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lb = Matrices.lb;
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ub = Matrices.ub;
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fixed = find(lb == ub);
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if ~isempty(fixed)
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b = b-A(:,fixed)*lb(fixed);
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A(:,fixed) = [];
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ub(fixed)=[];
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lb(fixed)=[];
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end
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[AA, BB, AAeq, BBeq,indeq] = mpt_ineq2eq(A, b);
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if ~isempty(indeq)
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i = indeq(:,1);
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j = indeq(:,2);
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equalities = unique(i);
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redundant = unique([i;j]);
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equalities = setdiff(equalities,intersect(i,j)); % The case [43 51;51 89;89 97]
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AL0A = (A>0).*A;
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AG0A = (A<0).*A;
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bi_up = AL0A*ub+AG0A*lb;
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redundant = unique([redundant;find([bi_up<b])]);
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else
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AL0A = (A>0).*A;
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AG0A = (A<0).*A;
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bi_up = AL0A*ub+AG0A*lb;
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redundant = unique(find(bi_up<b));
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equalities = [];
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end
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