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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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