84 lines
2.3 KiB
Matlab
Executable File
84 lines
2.3 KiB
Matlab
Executable File
function [upper,x_min] = feaspump(p,x)
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% Assume we fail
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upper = inf;
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x_min = x;
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% These should be integer
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intvars = [p.integer_variables(:);p.binary_variables(:)];
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n = length(p.c);
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% Create rounded goal variable
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xround = x;
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xround(intvars) = round(xround(intvars));
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p.c = [0*p.c;ones(n,1)];
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p.Q = blkdiag(0*p.Q,spalloc(n,n,0));
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f1 = [p.F_struc(1:p.K.f,:) zeros(p.K.f,n)];
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f2 = [p.F_struc(1+p.K.f:end,:) zeros(size(p.F_struc,1)-p.K.f,n)];
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p.F_struc = [f1;xround -eye(n) eye(n);-xround eye(n) eye(n);f2];
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p.K.l = p.K.l + 2*n;
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p.lb = [p.lb;-inf(n,1)];
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p.ub = [p.ub;inf(n,1)];
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% Append model with absolute value terms
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c = p.c;
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Q = p.Q;
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p.c = [0*p.c;ones(n,1)];
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p.Q = blkdiag(0*p.Q,spalloc(n,n,0));
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p.F_struc = [p.F_struc(1:p.K.f,:) zeros(p.K.f,n);
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xround -eye(n) eye(n);
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-xround eye(n) eye(n);
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p.F_struc zeros(size(p.F_struc,1)-p.K.f,n)];
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p.monomtable = blkdiag(p.monomtable,eye(n));
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p.variabletype = [p.variabletype zeros(1,n)];
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p.K.l = p.K.l + 2*n;
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p.lb = [p.lb;-inf(n,1)];
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p.ub = [p.ub;inf(n,1)];
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iter = 1;
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xold = x;
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while iter < 10 & isinf(upper)
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% Append model with absolute value terms
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ii = p.integer_variables;
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jj = p.binary_variables;
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p.integer_variables = [];
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p.binary_variables = [];
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p.F_struc(1+p.K.f:p.K.f+2*n,1) = [xround;-xround];
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pumpsol = feval(p.solver.lower.call,p);
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p.integer_variables = ii;
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p.binary_variables = jj;
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% Fix the varying data
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p.F_struc(1+p.K.f:1+p.K.f+2*n-1,1) = [xround;-xround];
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% Solve pumping problem
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pumpsol = feval(p.solver.lower.call,p);
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% New solution (extract original variables)
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xnew = pumpsol.Primal(1:n);
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if all(abs(xnew(intvars)-round(xnew(intvars))) < 1e-5)
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% Feasible
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upper = c'*xnew + xnew'*Q*xnew;
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x_min = xnew(1:n);
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else
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% Stall?
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if norm(xold-xnew) < 1e-3
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% Yep, so flip the goal on some integers
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[ii,jj] = sort(abs(xnew(intvars)-xround(intvars)));
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flips = jj(end-(1+ceil(5*rand(1))):end);
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% for i =1:length(jj)
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xround(intvars(flips)) = (xround(intvars(flips))-1).^2;
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% end
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else
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xround = xnew;xold = xnew;
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xround(intvars) = round(xround(intvars));
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end
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end
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iter = iter + 1;
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end
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