function p = preprocess_bilinear_bounds(p) if ~isempty(p.integer_variables) for i = 1:size(p.bilinears,1) if ismember(p.bilinears(i,2),p.integer_variables) if ismember(p.bilinears(i,3),p.integer_variables) p.integer_variables = [p.integer_variables p.bilinears(i,1)]; end end end if p.K.f > 0 for i = 1:p.K.f if all(ismember(p.F_struc(i,:),[0 1 -1])) involved = find(p.F_struc(i,2:end)); % One variable is linear combination of integer variables if (nnz(ismember(involved,p.integer_variables)) == length(involved)-1) & length(involved)>1 p.integer_variables = [p.integer_variables involved]; end end end p.integer_variables = unique(p.integer_variables ); end end if ~isempty(p.binary_variables) for i = 1:size(p.bilinears,1) if ismember(p.bilinears(i,2),p.binary_variables) if ismember(p.bilinears(i,3),p.binary_variables) p.binary_variables = [p.binary_variables p.bilinears(i,1)]; end end end for i = 1:p.K.f if all(p.F_struc(i,:) == fix(p.F_struc(i,:))) involved = find(p.F_struc(i,2:end)); % One variable is linear combination of binary variables if (nnz(ismember(involved,p.binary_variables)) == length(involved)-1) & length(involved)>1 p.integer_variables = [p.integer_variables involved]; end end end p.binary_variables = unique(p.binary_variables ); end if isempty(p.ub) p.ub = repmat(inf,length(p.c),1); end if isempty(p.lb) p.lb = repmat(-inf,length(p.c),1); end if ~isempty(p.F_struc) [lb,ub,used_rows_eq,used_rows_lp] = findulb(p.F_struc,p.K); if ~isempty([used_rows_eq;used_rows_lp]) lower_defined = find(~isinf(lb)); if ~isempty(lower_defined) p.lb(lower_defined) = max(p.lb(lower_defined),lb(lower_defined)); end upper_defined = find(~isinf(ub)); if ~isempty(upper_defined) p.ub(upper_defined) = min(p.ub(upper_defined),ub(upper_defined)); end % Remove linear bound inequalities if ~isempty(used_rows_lp) used_rows_lp = used_rows_lp(find(~any(p.F_struc(p.K.f+used_rows_lp,1+p.nonlinears),2))); not_used_rows = setdiff(1:p.K.l,used_rows_lp); newKCutl = []; for i = 1:length(p.KCut.l) newKCutl = [newKCutl find(not_used_rows==p.KCut.l(i))]; % p.KCut.l(i) = find(not_used_rows == p.KCut.l(i)); % p.originalModel.KCut.l(i) = find(not_used_rows == p.originalModel.KCut.l(i) ); end p.KCut.l = newKCutl; if ~isempty(used_rows_lp) p.F_struc(p.K.f+used_rows_lp,:)=[]; % p.originalModel.F_struc(p.originalModel.K.f+used_rows_lp,:)=[]; p.K.l = p.K.l - length(used_rows_lp); % p.originalModel.K.l = p.originalModel.K.l - length(used_rows_lp); end end % Remove linear bound inequalities if ~isempty(used_rows_eq) used_rows_eq = used_rows_eq(find(~any(p.F_struc(used_rows_eq,1+p.nonlinears),2))); not_used_rows = setdiff(1:p.K.f,used_rows_eq); newKCutf = []; for i = 1:length(p.KCut.f) newKCutf = [newKCutf find(not_used_rows==p.KCut.f(i))]; % p.KCut.f(i) = find(not_used_rows==p.KCut.f(i)); % p.originalModel.KCut.f(i) = find(not_used_rows==p.originalModel.KCut.f(i)); end p.KCut.f = newKCutf; if ~isempty(used_rows_eq) p.F_struc(used_rows_eq,:)=[]; % p.originalModel.F_struc(used_rows_eq,:)=[]; p.K.f = p.K.f - length(used_rows_eq); % p.originalModel.K.f = p.originalModel.K.f - length(used_rows_eq); end end end end p.lb(p.binary_variables) = max(0,p.lb(p.binary_variables)); p.ub(p.binary_variables) = min(1,p.ub(p.binary_variables)); p.lb(p.integer_variables) = ceil(p.lb(p.integer_variables)); p.ub(p.integer_variables) = floor(p.ub(p.integer_variables)); p = clean_bounds(p); if ~isempty(p.bilinears) p = updatemonomialbounds(p); end