[37] | 1 | function [sol,dgn,Z,J] = mpbbmilp(F,obj,options,parametric) |
---|
| 2 | |
---|
| 3 | % Figure out binary variables |
---|
| 4 | binary = recover(intersect(getvariables(F),yalmip('binvariables'))); |
---|
| 5 | |
---|
| 6 | if isempty(options) |
---|
| 7 | options = sdpsettings('relax',1); |
---|
| 8 | else |
---|
| 9 | options = sdpsettings(options,'relax',1); |
---|
| 10 | end |
---|
| 11 | |
---|
| 12 | % Solve relaxed problem recursively |
---|
| 13 | [sol,dgn,Z,J] = sub_mpmilp(F,obj,options,parametric,binary,[]) |
---|
| 14 | |
---|
| 15 | function [sol,dgn,Z,J] = sub_mpmilp(F,obj,options,parametric,binary,fixed) |
---|
| 16 | |
---|
| 17 | % Solve relaxed problem, extract only binary solution |
---|
| 18 | disp(['-> Fixed variables : ' num2str(fixed)]); |
---|
| 19 | |
---|
| 20 | [sol,dgn,Z,J] = solvemp(F,obj,options,parametric,binary); |
---|
| 21 | if isempty(sol) |
---|
| 22 | return |
---|
| 23 | end |
---|
| 24 | |
---|
| 25 | % Find parametrically integer solutions |
---|
| 26 | not_integer = find((sum(abs([sol{1}.Fi{:}]),2) >1e-8) | sum(abs([sol{1}.Gi{:}]-round([sol{1}.Gi{:}])),2)>1e-8); |
---|
| 27 | |
---|
| 28 | if ~isempty(not_integer) |
---|
| 29 | |
---|
| 30 | j = not_integer(1); |
---|
| 31 | |
---|
| 32 | sol_down = sub_mpmilp(F+set(binary(j) == 0),obj,options,parametric,binary,[fixed -j]); |
---|
| 33 | sol_up = sub_mpmilp(F+set(binary(j) == 1),obj,options,parametric,binary,[fixed j]); |
---|
| 34 | |
---|
| 35 | if isempty(sol_down) |
---|
| 36 | sol = sol_up; |
---|
| 37 | elseif isempty(sol_up) |
---|
| 38 | sol = sol_down; |
---|
| 39 | else |
---|
| 40 | sol = {rmovlps({sol_down{1},sol_up{1}})}; |
---|
| 41 | end |
---|
| 42 | else |
---|
| 43 | disp('-> Integer node found') |
---|
| 44 | end |
---|
| 45 | |
---|
| 46 | |
---|
| 47 | |
---|