function pcut = addBilinearVariableCuts(p) if isempty(p.bilinears) pcut = p; else pcut = emptyNumericalModel; z = p.bilinears(:,1); x = p.bilinears(:,2); y = p.bilinears(:,3); nn = length(p.c); still_uncertain = find(abs(p.lb(z)-p.ub(z))>1e-8); if ~isempty(still_uncertain) x_lb = p.lb(x); x_ub = p.ub(x); y_lb = p.lb(y); y_ub = p.ub(y); m = length(x); one = ones(m,1); general_vals =[x_lb.*y_lb one -y_lb -x_lb,x_ub.*y_ub one -y_ub -x_ub,-x_ub.*y_lb -one y_lb x_ub,-x_lb.*y_ub -one y_ub x_lb]'; general_cols = [one z+1 x+1 y+1 one z+1 x+1 y+1 one z+1 x+1 y+1 one z+1 x+1 y+1]'; general_row = [1;1;1;1;2;2;2;2;3;3;3;3;4;4;4;4]; quadratic_row = [1;1;1;2;2 ;2;3; 3; 3;4;4;4;5;5;5;6;6;6]; quadratic_cols = [one z+1 x+1 ,one z+1 x+1 ,one z+1 x+1, one z+1 x+1 ,one z+1 x+1, one z+1 x+1]'; x1 = (3*x_ub+x_lb)/4; x2 = (x_ub+3*x_lb)/4; x3 = (x_ub+x_lb)/2; quadratic_vals = [-x_ub.*x_lb -one x_lb+x_ub x_lb.*y_lb one -y_lb-x_lb x_ub.*y_ub one -y_ub-x_ub x1.*x1 one -x1-x1 x2.*x2 one -x2-x2 x3.*x3 one -x3-x3]'; m = 1+length(p.c); rows = []; cols = []; vals = []; nrow = 0; for i =still_uncertain(:)' x = p.bilinears(i,2); y = p.bilinears(i,3); if x~=y rows = [rows;general_row+nrow]; vals = [vals;general_vals(:,i)]; cols = [cols;general_cols(:,i)]; nrow = nrow + 4; else col = quadratic_cols(:,i); val = quadratic_vals(:,i); rows = [rows;quadratic_row+nrow]; vals = [vals;val]; cols = [cols;col]; nrow = nrow + max(quadratic_row); end end F_temp = sparse(rows,cols,vals,nrow,m); keep = find(~isinf(F_temp(:,1)) & ~isnan(F_temp(:,1))); F_temp = F_temp(keep,:); pcut.F_struc = [F_temp;pcut.F_struc]; pcut.K.l = pcut.K.l+size(F_temp,1); end pcut = mergeNumericalModels(p,pcut); end