1 | function model = mpt_de_mpmilp(Matrices,options,model) |
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2 | |
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3 | % Since we are recursively fixing binaries, big-M |
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4 | % constraints will get active/inactive |
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5 | [equalities,redundant] = mpt_detect_fixed_rows(Matrices); |
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6 | if ~isempty(equalities) |
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7 | Matrices.Aeq = [Matrices.Aeq;Matrices.G(equalities,:)]; |
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8 | Matrices.Beq = [Matrices.Beq;-Matrices.E(equalities,:)]; |
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9 | Matrices.beq = [Matrices.beq;Matrices.W(equalities,:)]; |
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10 | redundant = [redundant;equalities]; |
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11 | end |
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12 | if ~isempty(redundant) |
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13 | Matrices.G(redundant,:) = []; |
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14 | Matrices.W(redundant,:) = []; |
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15 | Matrices.E(redundant,:) = []; |
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16 | end |
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17 | |
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18 | if all(Matrices.lb(Matrices.binary_var_index) == Matrices.ub(Matrices.binary_var_index)) |
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19 | % Ok, we reached a node |
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20 | model = mpt_solvenode(Matrices,Matrices.lb,Matrices.ub,Matrices,model,options); |
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21 | else |
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22 | % Find a non-fixed binary variable |
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23 | j = find(Matrices.lb(Matrices.binary_var_index) < Matrices.ub(Matrices.binary_var_index)); |
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24 | j = Matrices.binary_var_index(j(1)); |
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25 | |
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26 | % Solve up |
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27 | M = Matrices; |
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28 | M.lb(j) = 1; |
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29 | M.ub(j) = 1; |
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30 | % [Matrices.lb(Matrices.binary_var_index) Matrices.ub(Matrices.binary_var_index)] |
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31 | % Simple bound tightening |
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32 | A = [Matrices.G -Matrices.E;Matrices.Aeq Matrices.Beq;-Matrices.Aeq -Matrices.Beq]; |
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33 | b = [Matrices.W;Matrices.beq;Matrices.beq]; |
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34 | [M.lb,M.ub,redundant,psstruct,infeasible] = tightenbounds(A,b,M.lb,M.ub,[],Matrices.binary_var_index,1:length(Matrices.lb)); |
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35 | |
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36 | %M.ub(end-3:end) - M.lb(end-3:end) |
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37 | |
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38 | if any(M.lb(end-M.nx+1:end) >= M.ub(end-M.nx+1:end)) |
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39 | infeasible = 1; |
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40 | end |
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41 | if ~infeasible |
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42 | model = mpt_de_mpmilp(M,options,model); |
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43 | end |
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44 | |
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45 | % Solve down |
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46 | M = Matrices; |
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47 | M.lb(j) = 0; |
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48 | M.ub(j) = 0; |
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49 | % [Matrices.lb(Matrices.binary_var_index) Matrices.ub(Matrices.binary_var_index)] |
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50 | [M.lb,M.ub,redundant,psstruct,infeasible] = tightenbounds(A,b,M.lb,M.ub,[],Matrices.binary_var_index,1:length(Matrices.lb)); |
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51 | if any(M.lb(end-M.nx+1:end) >= M.ub(end-M.nx+1:end)) |
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52 | infeasible = 1; |
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53 | end |
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54 | if ~infeasible |
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55 | model = mpt_de_mpmilp(M,options,model); |
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56 | end |
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57 | end |
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