1 | function pcut = addmcgormick(p) |
---|
2 | |
---|
3 | pcut = p; |
---|
4 | |
---|
5 | z = p.bilinears(:,1); |
---|
6 | x = p.bilinears(:,2); |
---|
7 | y = p.bilinears(:,3); |
---|
8 | |
---|
9 | still_uncertain = find(abs(p.lb(z)-p.ub(z))>1e-8); |
---|
10 | if ~isempty(still_uncertain) |
---|
11 | |
---|
12 | x_lb = p.lb(x); |
---|
13 | x_ub = p.ub(x); |
---|
14 | y_lb = p.lb(y); |
---|
15 | y_ub = p.ub(y); |
---|
16 | m = length(x); |
---|
17 | one = ones(m,1); |
---|
18 | general_vals =[x_lb.*y_lb one -y_lb -x_lb,x_ub.*y_ub one -y_ub -x_ub,-x_ub.*y_lb -one y_lb x_ub,-x_lb.*y_ub -one y_ub x_lb]'; %3 |
---|
19 | general_cols = [one z+1 x+1 y+1 one z+1 x+1 y+1 one z+1 x+1 y+1 one z+1 x+1 y+1]'; |
---|
20 | general_row = [1;1;1;1;2;2;2;2;3;3;3;3;4;4;4;4]; |
---|
21 | quadratic_row = [1;1;1;2;2 ;2; 3; 3; 3]; |
---|
22 | |
---|
23 | quadratic_cols = [one z+1 x+1 one z+1 x+1 one z+1 x+1]'; |
---|
24 | quadratic_vals = [-x_ub.*x_lb -one x_lb+x_ub x_lb.*y_lb one -y_lb-x_lb x_ub.*y_ub one -y_ub-x_ub]'; |
---|
25 | |
---|
26 | m = 1+length(p.c); |
---|
27 | rows = []; |
---|
28 | cols = []; |
---|
29 | vals = []; |
---|
30 | nrow = 0; |
---|
31 | % dummy = ismembc(p.bilinears(:,1),p.r); |
---|
32 | for i =still_uncertain(:)'% 1:size(p.bilinears,1) |
---|
33 | x = p.bilinears(i,2); |
---|
34 | y = p.bilinears(i,3); |
---|
35 | if x~=y |
---|
36 | if 0%dummy(i) |
---|
37 | here = find(p.bilinears(i,1) == p.r); |
---|
38 | if p.s(here) > 0 |
---|
39 | rows = [rows;general_row(1:8,:)+nrow]; |
---|
40 | vals = [vals;general_vals(1:8,i)]; |
---|
41 | cols = [cols;general_cols(1:8,i)]; |
---|
42 | nrow = nrow + 2; |
---|
43 | elseif p.s(here)<0 |
---|
44 | rows = [rows;general_row(1:8,:)+nrow]; |
---|
45 | vals = [vals;general_vals(9:end,i)]; |
---|
46 | cols = [cols;general_cols(9:end,i)]; |
---|
47 | nrow = nrow + 2; |
---|
48 | end |
---|
49 | else |
---|
50 | rows = [rows;general_row+nrow]; |
---|
51 | vals = [vals;general_vals(:,i)]; |
---|
52 | cols = [cols;general_cols(:,i)]; |
---|
53 | nrow = nrow + 4; |
---|
54 | end |
---|
55 | else |
---|
56 | if 0%dummy(i) |
---|
57 | %col = quadratic_cols(:,i); |
---|
58 | %val = quadratic_vals(:,i); |
---|
59 | here = find(p.bilinears(i,1) == p.r); |
---|
60 | if p.s(here) > 0 |
---|
61 | rows = [rows;quadratic_row(1:6,:)+nrow]; |
---|
62 | vals = [vals;quadratic_vals(4:end,i)]; |
---|
63 | cols = [cols;quadratic_cols(4:end,i)]; |
---|
64 | nrow = nrow + 2; |
---|
65 | elseif p.s(here)<0 |
---|
66 | rows = [rows;quadratic_row(1:3,:)+nrow]; |
---|
67 | vals = [vals;quadratic_vals(1:3,i)]; |
---|
68 | cols = [cols;quadratic_cols(1:3,i)]; |
---|
69 | nrow = nrow + 1; |
---|
70 | %rows = [rows;general_row+nrow]; |
---|
71 | %vals = [vals;val]; |
---|
72 | %cols = [cols;col]; |
---|
73 | %nrow = nrow + 4; |
---|
74 | end |
---|
75 | else |
---|
76 | col = quadratic_cols(:,i); |
---|
77 | val = quadratic_vals(:,i); |
---|
78 | rows = [rows;quadratic_row+nrow]; |
---|
79 | vals = [vals;val]; |
---|
80 | cols = [cols;col]; |
---|
81 | nrow = nrow + 3; |
---|
82 | end |
---|
83 | end |
---|
84 | end |
---|
85 | |
---|
86 | F_temp = sparse(rows,cols,vals,nrow,m); |
---|
87 | keep = find(~isinf(F_temp(:,1))); |
---|
88 | F_temp = F_temp(keep,:); |
---|
89 | pcut.F_struc = [F_temp;pcut.F_struc]; |
---|
90 | pcut.K.l = pcut.K.l+size(F_temp,1); |
---|
91 | end |
---|
92 | |
---|