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[37] | 1 | function [oldlb,oldub] = presolve_probebinary(A,b,c,lb,ub,binary_variables); |
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| 2 | |
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| 3 | % Author Johan Löfberg |
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| 4 | % $Id: presolve_probebinary.m,v 1.1 2005/10/05 14:54:55 joloef Exp $ |
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| 5 | |
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| 6 | |
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| 7 | goon = 1; |
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| 8 | |
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| 9 | AL0A = (A>0).*A; |
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| 10 | AG0A = (A<0).*A; |
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| 11 | |
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| 12 | At = A'; |
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| 13 | %used = full(any(A(:,find(changed_bounds)),2)); |
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| 14 | isbinary = ismembc(1:length(lb),binary_variables); |
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| 15 | isinteger = ismembc(1:length(lb),binary_variables); |
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| 16 | |
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| 17 | goon = all(lb<=ub); |
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| 18 | |
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| 19 | oldub = ub; |
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| 20 | oldlb = lb; |
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| 21 | |
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| 22 | for i = 1:length(binary_variables) |
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| 23 | |
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| 24 | % Probe up |
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| 25 | lb = oldlb; |
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| 26 | ub = oldub; |
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| 27 | if lb(binary_variables(i))~=ub(binary_variables(i)) |
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| 28 | lb(binary_variables(i)) = 1; |
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| 29 | bi_dn = AL0A*lb+AG0A*ub; |
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| 30 | if any(bi_dn>b) |
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| 31 | oldlb(binary_variables(i)) = 0; |
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| 32 | oldub(binary_variables(i)) = 0; |
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| 33 | end |
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| 34 | end |
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| 35 | % Probe down |
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| 36 | lb = oldlb; |
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| 37 | ub = oldub; |
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| 38 | if lb(binary_variables(i))~=ub(binary_variables(i)) |
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| 39 | ub(binary_variables(i)) = 0; |
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| 40 | bi_dn = AL0A*lb+AG0A*ub; |
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| 41 | if any(bi_dn>b) |
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| 42 | oldlb(binary_variables(i)) = 1; |
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| 43 | oldub(binary_variables(i)) = 1; |
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| 44 | end |
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| 45 | end |
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| 46 | end |
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| 47 | |
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| 48 | fix_this = []; |
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| 49 | fix_value = []; |
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