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1 | function p = updatenonlinearbounds(p,changed_var,keepbest); |
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2 | if ~isempty(p.bilinears) |
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3 | x = p.bilinears(:,2); |
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4 | y = p.bilinears(:,3); |
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5 | z = p.bilinears(:,1); |
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6 | x_lb = p.lb(x); |
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7 | x_ub = p.ub(x); |
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8 | y_lb = p.lb(y); |
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9 | y_ub = p.ub(y); |
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10 | bounds = [x_lb.*y_lb x_lb.*y_ub x_ub.*y_lb x_ub.*y_ub]; |
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11 | new_lb = max([p.lb(z) min(bounds,[],2)],[],2); |
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12 | new_ub = min([p.ub(z) max(bounds,[],2)],[],2); |
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13 | % Avoid updating small bounds (numerical reasons) |
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14 | update = find(p.lb(z) < p.ub(z)-1e-4); |
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15 | p.lb(z(update)) = new_lb(update); |
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16 | p.ub(z(update)) = new_ub(update); |
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17 | |
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18 | p.lb(p.integer_variables) = fix(p.lb(p.integer_variables)); |
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19 | p.ub(p.integer_variables) = fix(p.ub(p.integer_variables)); |
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20 | p.lb(p.binary_variables) = fix(p.lb(p.binary_variables)); |
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21 | p.ub(p.binary_variables) = fix(p.ub(p.binary_variables)); |
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22 | |
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23 | quadratic_variables = p.bilinears(x==y,1); |
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24 | p.lb(quadratic_variables(p.lb(quadratic_variables)<0)) = 0; |
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25 | end |
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