162 lines
5.6 KiB
Matlab
Executable File
162 lines
5.6 KiB
Matlab
Executable File
function [enums,Matrices] = mpt_enumerate_binary(Matrices)
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binary_var_index = Matrices.binary_var_index;
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notbinary_var_index = setdiff(1:Matrices.nu,binary_var_index);
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% Detect and extract pure binary equalities. These are used
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% to detect SOS constraints, and for pruning
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nbin = length(binary_var_index);
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only_binary = ~any(Matrices.Aeq(:,notbinary_var_index),2);
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Aeq_bin = Matrices.Aeq(find(only_binary),binary_var_index);
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%Beq_bin = Beq(find(only_binary),binary_var_index);
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beq_bin = Matrices.beq(find(only_binary),:);
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% Keep the rest
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Matrices.Aeq = Matrices.Aeq(find(~only_binary),:);
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Matrices.Beq = Matrices.Beq(find(~only_binary),:);
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Matrices.beq = Matrices.beq(find(~only_binary),:);
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% Dummy pre-solve to avoid problems
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if length(beq_bin)>0
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[ii,jj,kk] = unique([Aeq_bin beq_bin],'rows');
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Aeq_bin = Aeq_bin(jj,:);
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beq_bin = beq_bin(jj,:);
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end
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% Normalize...
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neg_b = find(beq_bin < 0);
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Aeq_bin(neg_b,:) = -Aeq_bin(neg_b,:);
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beq_bin(neg_b,:) = -beq_bin(neg_b,:);
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% Detect and extract simple binary LP constraints
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only_binary_lp = find(~any([Matrices.G(:,notbinary_var_index) Matrices.E],2));
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Abin = Matrices.G(only_binary_lp,binary_var_index);
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bbin = Matrices.W(only_binary_lp);
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% Remove pure binary constraints
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Matrices.G(only_binary_lp,:) = [];
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Matrices.W(only_binary_lp,:) = [];
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Matrices.E(only_binary_lp,:) = [];
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% if ~isempty(Matrices.binary_var_index)
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% fixed_up = find(Matrices.lb(Matrices.binary_var_index) == 1);
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% fixed_down = find(Matrices.ub(Matrices.binary_var_index) == 0);
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% fixed = [fixed_up fixed_down];
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% if ~isempty(fixed)
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% % Ok, some of the binary are fixed.
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% % Do not enumerate over these
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% % Fix them and correct the constraints that we use
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% % for enumeration and pruning
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% bbin = bbin - Abin(:,fixed)*Matrices.lb(Matrices.binary_var_index(fixed));
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% Abin(:,fixed) = [];
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% beq_bin = beq_bin - Aeq_bin(:,fixed)*Matrices.lb(Matrices.binary_var_index(fixed));
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% Aeq_bin(:,fixed) = [];
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% Matrices.binary_var_index(fixed) = [];
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% binary_var_index = Matrices.binary_var_index;
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% notbinary_var_index = setdiff(1:Matrices.nu,binary_var_index);
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% end
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% end
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% Detect groups with constraints sum(d_i) == d_j
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SOS = [];
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variables_in_sos = [];
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for i = 1:size(Aeq_bin,1)
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if beq_bin(i) == 0
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[ix,jx,sx] = find(Aeq_bin(i,:));
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if all(abs(sx) == 1)
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j = find(sx == -1);
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if length(j) == 1 & length(jx)>2
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% Aha, we have sum binary(i) == binary(j)
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j = jx(j);
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jx = setdiff(jx,j);
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this_sos = sparse(1:length(jx),jx,1,length(jx),length(binary_var_index));
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this_sos(1:end,j)= 1;
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this_sos(end+1,1)=0;
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if isempty(SOS)
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SOS = this_sos;
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else
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% new_sos = [];
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SOS = kron(ones(size(SOS,1),1),this_sos) | kron(SOS,ones(size(this_sos,1),1));
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% for k = 1:size(SOS,1)
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% for r = 1:size(this_sos,1)
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% new_sos = [new_sos;this_sos(r,:) | SOS(k,:)];
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% end
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% end
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% if ~isequal(new_sos,new_sos2)
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% error
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% end
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% SOS = new_sos;
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end
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variables_in_sos = [variables_in_sos jx j];
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end
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end
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end
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end
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% Detect groups with constraints sum(d_i) == 1
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for i = 1:size(Aeq_bin,1)
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if beq_bin(i) == 1
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[ix,jx,sx] = find(Aeq_bin(i,:));
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if all(sx == 1)
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% Aha, we have sum binary(jx) == 1
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this_sos = sparse(1:length(jx),jx,1,length(jx),length(binary_var_index));
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if isempty(SOS)
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SOS = this_sos;
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else
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% new_sos = [];
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SOS = kron(ones(size(SOS,1),1),this_sos) | kron(SOS,ones(size(this_sos,1),1));
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% for k = 1:size(SOS,1)
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% for r = 1:size(this_sos,1)
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% new_sos = [new_sos;this_sos(r,:) | SOS(k,:)];
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% end
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% end
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% SOS = new_sos;
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end
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variables_in_sos = [variables_in_sos jx];
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end
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end
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end
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variables_not_in_sos = setdiff(1:length(binary_var_index),variables_in_sos);
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if ~isempty(variables_not_in_sos)
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% we need to add some more binaries
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n_left = length(variables_not_in_sos);
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all_perms = dec2decbin(0:2^n_left-1,n_left);
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[ix,jx,sx] = find(all_perms);jx = variables_not_in_sos(jx);
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this_sos = sparse(ix,jx,sx,size(all_perms,1),length(binary_var_index));
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if isempty(SOS)
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SOS = this_sos;
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else
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new_sos = [];
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for k = 1:size(SOS,1)
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for r = 1:size(this_sos,1)
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new_sos = [new_sos;this_sos(r,:) | SOS(k,:)];
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end
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end
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SOS = new_sos;
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end
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end
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enums = unique(SOS,'rows')';
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% FIX :FULL, F**N Linux 6.5 repmat bug
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feasible = find(~any(Aeq_bin*enums-repmat(full(beq_bin),1,size(enums,2)),1));
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enums = enums(:,feasible);
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% Remove binary vertices violating these
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if ~isempty(Abin)
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remove = find(any(Abin*enums - repmat(bbin,1,size(enums,2)) >0,1));
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% keep = setdiff(1:size(enums,2),remove);
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% mapper = find(ismember(1:size(enums,2),keep));
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% keep(remove)=0;keep2 = 1:size(enums,2);keep2(find(keep)) = find(keep);
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% map = find(keep);
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% remove = find(ismember(j,remove));
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% i(remove) = [];
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% j(remove) = [];
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% k(remove) = [];
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% enums = sparse(i,
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%
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% [i,j,k] = find(enums);
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enums(:,remove)=[];
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end
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