29 lines
672 B
Matlab
Executable File
29 lines
672 B
Matlab
Executable File
function F = linearnegativeconstraint_iff_binary(f,X,M,m,eps);
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% Big-M for f<=0 iff X==1. Assumes f and X vectors of same size
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if nargin < 3 | isempty(M)
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[M,m,infbound] = derivebounds(f);
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if infbound
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warning('You have unbounded variables in IFF leading to a lousy big-M relaxation.');
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end
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end
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if nargin < 5
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eps = 1e-5;
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end
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if length(X) ~= length(f)
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error('Inconsistent sizes in linearnegativeconstraint_implies_binary: Report bug');
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end
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% X == 1 implies f<=0
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F = [f <= M.*(1-X)];
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% X == 0 implies f>=0
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F = [F, f >= m.*X];
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% f < -eps implies X==1
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F = [F, f >= -eps + (m+eps).*X];
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% f > eps implies X == 0
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F = [F, f <= eps+(M-eps).*(1-X)]; |