function [fix_up,fix_down] = presolve_fixvariables(A,b,c,lb,ub,monotinicity) % These are optimally (or w.l.o.g) set to upper bound not_in_obj = find(c<=0); % Setting to 1 makes Ax=0,1); % and they enter via a psd matrix in all sdp constraints sdp_positive = monotinicity(not_in_obj) == -1; % these variables satisffy all constraints can_fix = not_in_obj(find(constrained_blow & sdp_positive)); % these variables are still not fixed still_on = find(lb==0 & ub==1); % so we can fix these fix_up = intersect(can_fix,still_on); % These are optimally (or w.l.o.g) set to lower bound not_in_obj = find(c>=0); % Setting to 1 makes Ax=0,1); % and they enter via a psd matrix in all sdp constraints sdp_positive = monotinicity(not_in_obj) == 1; % these variables satisffy all constraints can_fix = not_in_obj(find(constrained_blow & sdp_positive)); % these variables are still not fixed still_on = find(lb==0 & ub==1); % so we can fix these fix_down = intersect(can_fix,still_on);