1 | function [lb,ub,redundant,psstruct,infeasible] = milppresolve(A,b,lb,ub,integer_variables,binary_variables,changed_bounds); |
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2 | %MILPPRESOLVE Internal function for presolving MILPs |
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3 | |
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4 | % Author Johan Löfberg |
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5 | % $Id: milppresolve.m,v 1.3 2005/10/05 14:54:55 joloef Exp $ |
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6 | |
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7 | % Simple bound pre-processing (paper by Savelsbergh) |
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8 | % No code optimization at all |
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9 | |
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10 | if nargin < 5 |
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11 | integer_variables = []; |
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12 | end |
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13 | if nargin < 6 |
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14 | binary_variables = []; |
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15 | end |
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16 | if nargin < 7 |
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17 | changed_bounds = []; |
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18 | end |
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19 | |
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20 | ubnew = ub; |
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21 | lbnew = lb; |
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22 | goon = 1; |
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23 | |
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24 | AL0A = (A>0).*A; |
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25 | AG0A = (A<0).*A; |
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26 | |
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27 | At = A'; |
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28 | use_indicies=ones(length(b),1); |
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29 | used = full(any(A(:,find(changed_bounds)),2)); |
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30 | isbinary = ismembc(1:length(lb),binary_variables); |
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31 | isinteger = ismembc(1:length(lb),binary_variables); |
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32 | |
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33 | goon = all(lb<=ub); |
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34 | infeasible = ~goon; |
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35 | if ~infeasible |
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36 | |
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37 | bi_up = AL0A*ub+AG0A*lb; |
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38 | bi_dn = AL0A*lb+AG0A*ub; |
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39 | |
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40 | while goon |
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41 | |
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42 | bminusbdn=b-bi_dn; |
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43 | for i = find(use_indicies & used)' |
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44 | |
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45 | [ii,jj,kk] = find(At(:,i)); |
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46 | |
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47 | Cp = ii(kk>0); |
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48 | if ~isempty(Cp) |
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49 | new1=lbnew(Cp)+bminusbdn(i)./At(Cp,i); |
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50 | ubnew(Cp)=min(ubnew(Cp),new1); |
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51 | end |
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52 | |
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53 | Cm = ii(kk<0); |
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54 | if ~isempty(Cm) |
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55 | new2=ubnew(Cm)+bminusbdn(i)./At(Cm,i); |
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56 | lbnew(Cm)=max(lbnew(Cm),new2); |
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57 | end |
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58 | |
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59 | if any(lbnew>ubnew) |
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60 | infeasible = 1; |
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61 | break |
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62 | end |
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63 | |
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64 | end |
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65 | |
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66 | if ~infeasible |
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67 | |
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68 | lbnew(integer_variables) = round(lbnew(integer_variables)+0.49999); |
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69 | ubnew(integer_variables) = round(ubnew(integer_variables)-0.49999); |
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70 | |
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71 | lbnew(binary_variables) = round(lbnew(binary_variables)+0.49999); |
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72 | ubnew(binary_variables) = round(ubnew(binary_variables)-0.49999); |
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73 | |
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74 | goon = (~all((lb==lbnew) & (ub==ubnew))) & all(lbnew<=ubnew); |
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75 | |
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76 | used = (lb~=lbnew) | (ub~=ubnew); |
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77 | used = full(any(A(:,find(used)),2)); |
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78 | |
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79 | lb = lbnew; |
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80 | ub = ubnew; |
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81 | |
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82 | bi_up = AL0A*ub+AG0A*lb; |
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83 | bi_dn = AL0A*lb+AG0A*ub; |
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84 | redundant = find(bi_up<=b); |
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85 | |
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86 | use_indicies = use_indicies & bi_up>b; |
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87 | else |
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88 | goon = 0; |
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89 | end |
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90 | end |
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91 | redundant = find(bi_up<=b); |
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92 | else |
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93 | redundant=[]; |
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94 | end |
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95 | psstruct.AL0A = AL0A; |
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96 | psstruct.AG0A = AG0A; |
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97 | |
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98 | |
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