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