56 lines
2.2 KiB
Matlab
Executable File
56 lines
2.2 KiB
Matlab
Executable File
function p = reduce_bilinear_branching_variables(p);
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if p.solver.lowersolver.objective.quadratic.convex & p.problemclass.objective.quadratic.nonconvex==0 & isempty(p.evalMap)
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% Setup quadratic
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Q_ = p.Q;
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for i = 1:size(p.bilinears,1)
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if p.c(p.bilinears(i,1))
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Q_(p.bilinears(i,2),p.bilinears(i,3)) = p.c(p.bilinears(i,1))/2;
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Q_(p.bilinears(i,2),p.bilinears(i,3)) = Q_(p.bilinears(i,3),p.bilinears(i,2))+p.c(p.bilinears(i,1))/2;
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end
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end
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if nnz(Q_)>0
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% Cheap & quick vs expensive and correct
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if ((nnz(diag(Q_))==nnz(Q_)) & all(diag(Q_)>=0)) | all(eig(full(Q_))>-1e-12)
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Used_in_F = find(any(p.F_struc(:,2:end),1));
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Used_in_F = intersect(Used_in_F,p.bilinears(:,1));
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% old_branch = p.branch_variables;
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p.branch_variables = [];
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for i = 1:size(p.bilinears,1)
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j = p.bilinears(i,1);
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if ismember(j,Used_in_F)
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p.branch_variables = [p.branch_variables p.bilinears(i,2:3)];
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end
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end
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p.branch_variables = unique(p.branch_variables);
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% p.branch_variables = intersect(old_branch,p.branch_variables);
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end
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end
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end
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% Do not branch in auxilliary variables introduced to simply normalize the
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% nonlinear operators, such as cos(2x + y) replaced with cos(z), z==2x+y
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% if ~isempty(p.evalMap)
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% if p.K.f > 0
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% allInArg = [];
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% for i = 1:length(p.evalMap)
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% allInArg = [allInArg p.evalMap{i}.variableIndex];
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% end
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% rmv = [];
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% for i = 1:length(p.evalMap)
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% inArg = p.evalMap{i}.variableIndex;
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% if length(inArg) == 1
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% coeffs = p.F_struc(:,1 + inArg);
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% pos = find(coeffs);
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% if length(pos) == 1 & pos<=p.K.f
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% watch out for x1+x2==1, minimize sin(x1)+sin(x2)
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% a = p.F_struc(pos,2:end);
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% a(inArg)=0;
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% if ~any(ismember(find(a),allInArg))
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% rmv = [rmv inArg];
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% end
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% end
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% end
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% end
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% p.branch_variables = setdiff( p.branch_variables,rmv);
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% end
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% end |