1 | function [upper,x_min] = feaspump(p,x) |
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2 | |
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3 | % Assume we fail |
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4 | upper = inf; |
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5 | x_min = x; |
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6 | |
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7 | % These should be integer |
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8 | intvars = [p.integer_variables(:);p.binary_variables(:)]; |
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9 | n = length(p.c); |
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10 | |
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11 | % Create rounded goal variable |
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12 | xround = x; |
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13 | xround(intvars) = round(xround(intvars)); |
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14 | |
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15 | p.c = [0*p.c;ones(n,1)]; |
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16 | p.Q = blkdiag(0*p.Q,spalloc(n,n,0)); |
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17 | |
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18 | f1 = [p.F_struc(1:p.K.f,:) zeros(p.K.f,n)]; |
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19 | f2 = [p.F_struc(1+p.K.f:end,:) zeros(size(p.F_struc,1)-p.K.f,n)]; |
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20 | p.F_struc = [f1;xround -eye(n) eye(n);-xround eye(n) eye(n);f2]; |
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21 | p.K.l = p.K.l + 2*n; |
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22 | p.lb = [p.lb;-inf(n,1)]; |
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23 | p.ub = [p.ub;inf(n,1)]; |
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24 | |
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25 | % Append model with absolute value terms |
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26 | c = p.c; |
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27 | Q = p.Q; |
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28 | p.c = [0*p.c;ones(n,1)]; |
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29 | p.Q = blkdiag(0*p.Q,spalloc(n,n,0)); |
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30 | p.F_struc = [p.F_struc(1:p.K.f,:) zeros(p.K.f,n); |
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31 | xround -eye(n) eye(n); |
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32 | -xround eye(n) eye(n); |
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33 | p.F_struc zeros(size(p.F_struc,1)-p.K.f,n)]; |
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34 | p.monomtable = blkdiag(p.monomtable,eye(n)); |
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35 | p.variabletype = [p.variabletype zeros(1,n)]; |
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36 | p.K.l = p.K.l + 2*n; |
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37 | p.lb = [p.lb;-inf(n,1)]; |
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38 | p.ub = [p.ub;inf(n,1)]; |
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39 | |
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40 | iter = 1; |
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41 | xold = x; |
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42 | while iter < 10 & isinf(upper) |
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43 | |
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44 | % Append model with absolute value terms |
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45 | ii = p.integer_variables; |
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46 | jj = p.binary_variables; |
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47 | p.integer_variables = []; |
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48 | p.binary_variables = []; |
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49 | p.F_struc(1+p.K.f:p.K.f+2*n,1) = [xround;-xround]; |
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50 | |
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51 | pumpsol = feval(p.solver.lower.call,p); |
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52 | p.integer_variables = ii; |
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53 | p.binary_variables = jj; |
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54 | |
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55 | % Fix the varying data |
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56 | p.F_struc(1+p.K.f:1+p.K.f+2*n-1,1) = [xround;-xround]; |
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57 | |
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58 | % Solve pumping problem |
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59 | pumpsol = feval(p.solver.lower.call,p); |
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60 | |
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61 | % New solution (extract original variables) |
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62 | xnew = pumpsol.Primal(1:n); |
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63 | |
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64 | if all(abs(xnew(intvars)-round(xnew(intvars))) < 1e-5) |
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65 | % Feasible |
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66 | upper = c'*xnew + xnew'*Q*xnew; |
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67 | x_min = xnew(1:n); |
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68 | else |
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69 | % Stall? |
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70 | if norm(xold-xnew) < 1e-3 |
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71 | % Yep, so flip the goal on some integers |
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72 | [ii,jj] = sort(abs(xnew(intvars)-xround(intvars))); |
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73 | flips = jj(end-(1+ceil(5*rand(1))):end); |
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74 | % for i =1:length(jj) |
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75 | xround(intvars(flips)) = (xround(intvars(flips))-1).^2; |
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76 | % end |
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77 | else |
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78 | xround = xnew;xold = xnew; |
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79 | xround(intvars) = round(xround(intvars)); |
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80 | end |
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81 | end |
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82 | iter = iter + 1; |
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83 | end |
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