49 lines
1.5 KiB
Matlab
Executable File
49 lines
1.5 KiB
Matlab
Executable File
function [upper1,x_min] = fixer(p,output,prelaxed);
|
|
|
|
x = output.Primal;
|
|
|
|
integer = uniquestripped([p.binary_variables p.integer_variables]);
|
|
n = length(integer);
|
|
Fnew = [round(x(integer)) -sparse(1:n,integer,1,n,length(p.c))];
|
|
p.F_struc = [Fnew;p.F_struc];
|
|
p.K.f = p.K.f + n;
|
|
|
|
% close = find(abs(round(x(integer)) - x(integer))<1e-2);
|
|
% n = length(integer(close));
|
|
% Fnew = [round(x(integer(close))) -sparse(1:n,integer(close),1,n,length(p.c))];
|
|
% p.F_struc = [Fnew;p.F_struc];
|
|
% p.K.f = p.K.f + n;
|
|
% %
|
|
|
|
% Add the bounds
|
|
upper = find(~isinf(p.ub));
|
|
if ~isempty(upper)
|
|
Fnew = [p.ub(upper) -sparse(1:length(upper),upper,1,length(upper),length(p.c))];
|
|
p.F_struc = [p.F_struc(1:p.K.f,:);Fnew;p.F_struc(p.K.f + 1:end,:)];
|
|
p.K.l = p.K.l + length(upper);
|
|
end
|
|
lower = find(~isinf(p.lb));
|
|
if ~isempty(lower)
|
|
Fnew = [-p.lb(lower) sparse(1:length(lower),lower,1,length(lower),length(p.c))];
|
|
p.F_struc = [p.F_struc(1:p.K.f,:);Fnew;p.F_struc(p.K.f + 1:end,:)];
|
|
p.K.l = p.K.l + length(lower);
|
|
end
|
|
p.ub = p.ub + inf;
|
|
p.lb = p.lb - inf;
|
|
try
|
|
output = bnb_solvelower(p.solver.lower.call,p,inf,nan);
|
|
x = setnonlinearvariables(p,output.Primal);
|
|
if output.problem == 0
|
|
x_min = setnonlinearvariables(p,output.Primal);
|
|
%x_min = output.Primal;
|
|
upper1 = computecost(p.f,p.c,p.Q,x_min,p);%upper1 = x_min'*p.Q*x_min + p.c'*x_min + p.f;
|
|
else
|
|
x_min = [];
|
|
upper1 = inf;
|
|
end
|
|
catch
|
|
x_min = [];
|
|
upper1 = inf;
|
|
end
|
|
|