source: proiecte/pmake3d/make3d_original/Make3dSingleImageStanford_version0.1/third_party/opt/yalmip/modules/parametric/mpt_reduce.m @ 37

Last change on this file since 37 was 37, checked in by (none), 14 years ago

Added original make3d

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1function [Matrices,infeasible] = mpt_reduce(Matrices)
2% Projects the whole mp(Q)LP problem on Aeq*U + Beq*x = beq
3% differs from mpt_project_on_equality in the sense that it
4% separates the integer/binary variables that have to be in
5% the basis
6% Aeq_cont*U_cont + Aeq_int*U_int + Beq*x = beq
7infeasible = 0;
8if length(Matrices.beq) > 0
9       
10    [ii,jj,kk]=unique([Matrices.Aeq Matrices.Beq Matrices.beq],'rows');
11   
12    integer_variables = union([Matrices.binary_variables Matrices.integer_variables]);
13    cont_variables    = setdiff(1:size(Matrices.Aeq,2),integer_variables);
14   
15       
16    Matrices.Aeq = Matrices.Aeq(jj,:);
17   
18    Matrices.Aeq_cont = Matrices.Aeq(:,cont_variables);
19    Matrices.Aeq_int  = Matrices.Aeq(:,integer_variables);
20   
21    Matrices.Beq = Matrices.Beq(jj,:);
22    Matrices.beq = Matrices.beq(jj,:);
23   
24    [Qh,Rh,e] = qr(full(Matrices.Aeq_cont),0);
25    r = max(find(sum(abs(Rh),2)>1e-10));
26       
27    % The dependent
28    v1 = e(1:r);
29    % The basis
30    v2 = e(r+1:end);
31
32    % H1u1+H2u2 = Mv + g
33    Aeq1 = Matrices.Aeq_cont(:,v1);
34    Aeq2 = Matrices.Aeq_cont(:,v2);
35
36    Aeqtilde = [-Aeq1\Aeq2;eye(size(Aeq2,2))];
37    Beqtilde = [-Aeq1\Matrices.Beq;zeros(size(Aeq2,2),size(Matrices.Beq,2))];
38    beqtilde = [Aeq1\Matrices.beq;zeros(size(Aeq2,2),1)];
39
40
41    s = 1:size(Matrices.Aeq,2);
42    p = zeros(1,length(s));
43    for i = 1:length(s)
44        pi = find(s(i)==e);
45        if ~isempty(pi)
46            p(i) = pi;
47        end
48    end
49    % This is what we would do in ML7.1
50    % [dummy,p] = ismember(1:size(Matrices.Aeq,2),e);
51       
52    S1 = Aeqtilde(p,:);
53    S2 = Beqtilde(p,:);
54    S3 = beqtilde(p,:);
55       
56    % New parameterization U = S1*z + S2*x + S3
57    M = Matrices;
58    Matrices.G = M.G*S1;
59    Matrices.E = M.E-M.G*S2;
60    Matrices.W = M.W-M.G*S3;   
61    Matrices.nu = size(Matrices.G,2);
62       
63    if Matrices.qp
64        Matrices.H  = S1'*M.H*S1;
65        Matrices.F  = M.F*S1+S2'*M.H*S1;
66        Matrices.Y = M.Y + S2'*M.H*S2+0.5*(M.F*S2+S2'*M.F');
67        Matrices.Cf = M.Cf*S1+S3'*M.H*S1;
68        Matrices.Cc = M.Cc + M.Cf*S3;
69        Matrices.Cx = M.Cx + S3'*M.F'+M.Cf*S2;
70    else
71        Matrices.H = M.H*S1;
72    end
73
74    removable = find(sum(abs([Matrices.G Matrices.E Matrices.G]),2)<1e-12);
75    inconsistent = intersect(removable,find(Matrices.W<-1e-10));
76    if length(inconsistent)>0
77        infeasible = 1;   
78        return
79    end
80
81    if ~isempty(removable)
82        Matrices.G(removable,:) = [];
83        Matrices.E(removable,:) = [];
84        Matrices.W(removable,:) = [];
85    end
86
87    % Keep the bounds for the new basis only
88    Matrices.lb = [Matrices.lb(v2);Matrices.lb(end-size(Matrices.E,2)+1:end)];
89    Matrices.ub = [Matrices.ub(v2);Matrices.ub(end-size(Matrices.E,2)+1:end)];
90
91    % All equalities have been used
92    Matrices.Aeq = [];
93    Matrices.Beq = [];
94    Matrices.beq = [];
95
96    % This data is needed to recover original variables later
97    if isempty(Matrices.getback)
98        Matrices.getback.S1 = S1;
99        Matrices.getback.S2 = S2;
100        Matrices.getback.S3 = S3;
101    else
102        % This model has been reduced before, merge reductions
103        oldgetback = Matrices.getback;
104        Matrices.getback.S1 = oldgetback.S1*S1;
105        Matrices.getback.S2 = oldgetback.S1*S2 + oldgetback.S2;
106        Matrices.getback.S3 = oldgetback.S1*S3 + oldgetback.S3;
107    end
108end
109
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