presolve_bounds_from_inequalities.m

来自「matlab波形优化算法经常要用到的matlab toolbox工具箱:yalm」· M 代码 · 共 28 行

function p = presolve_bounds_from_equalities(p)
if p.K.l >0
    nnz_per_row = (p.F_struc | p.F_struc)*[0;ones(size(p.F_struc,2)-1,1)];
    valid_rows = find(nnz_per_row>1);
    valid_rows(valid_rows<=p.K.f)=[];
    for j = valid_rows(:)'%(p.K.f + (1:p.K.l))
        b = p.F_struc(j,1);
        a = p.F_struc(j,2:end);
        % if nnz(p.F_struc(j,2:end))>1
        ap = a.*(a>0);
        am = a.*(a<0);
        for k = find(a)
            L = p.lb;
            U = p.ub;
            L(k) = 0;
            U(k) = 0;
            if a(k) > 0 & (p.ub(k)-p.lb(k)) > 1e-8
                newlower = (-b - ap*U - am*L)/a(k);
                p.lb(k) = max(p.lb(k),newlower);
            elseif a(k) < 0
                newupper = (b + ap*U + am*L)/(-a(k));
                p.ub(k) = min(p.ub(k),newupper);
            end
        end
        % end
    end
end