derivebounds.m

optimization toolbox

function [M,m,infbound] = derivebounds(f)
% Code to compute  estimates of max and min
% of the linear vector f
basis = getbase(f);
fvars = getvariables(f);
lowerupper = yalmip('getbounds',fvars);

if any(any(isinf(lowerupper)))
    infbound = 1;
else
    infbound = 0;
end

b = basis(:,1);
A = basis(:,2:end);
M = repmat(-inf,size(b,1),1);
m = -M;
if all(all(isinf(lowerupper)))
    M = repmat(inf,length(b),1);
    m = repmat(-inf,length(b),1);
else
    lower = lowerupper(:,1);
    upper = lowerupper(:,2);
    if all(all(~isinf(lowerupper)))
        M = A.*(A>0)*upper+A.*(A<0)*lower;
        m = A.*(A<0)*upper+A.*(A>0)*lower;
    else
        for i = 1:length(b)
            ind = A(i,:)>0;
            i1 = find(ind);
            i2 = find(~ind);
            a = A(i,[i1 i2]);
            M(i) = a*[upper(i1);lower(i2)];
            m(i) = a*[lower(i1);upper(i2)];
        end
    end
end
M(isnan(M)) = inf;
M(isinf(M)) = 1e4; M = M+b;%+0.01;
m(isnan(m)) = -inf;
m(isinf(m)) = -1e4;m = m+b;%-0.01;