bound.m

来自「数学优化工具箱」· M 代码 · 共 37 行

function cube=bound(cube,opts);
% perform the bounding operation for the bandb algorithm
% assume that opts already contains most of the hardwork for sedumi
% done

if cube.refined ==0;
    cube = bandb_refine_bounds(cube,opts);
    if cube.feasible ==0;
      return;
    end;
    cube.refined=1;
end;
uopts=bandb_update(cube.H,opts);
[x,y,info]=sedumi(uopts.A,uopts.b,uopts.c,uopts.K,uopts.pars);
if info.numerr > 1;
    % error to begin with
    cube.feasible=0;
    fprintf('Error encountered (numerical problems): %d\n',info.numerr);
    uopts.ybounds
    info
    return;
end

if info.dinf == 0;
    % program is feasible
    cube.feasible = 1;
    [cube.lb,cube.v,cube.obj,cube.lbr,cube.vr,cube.objr,cube.den]=bandb_eval(y,opts);
    cube.point = y;
    
    if (cube.lb > (cube.v+1e-6))
        fprintf('envelope violated %f %f %f \n', cube.lb,cube.v,cube.obj );
	fprintf('envelope violated %f %f %f \n\n', cube.lb-cube.v,cube.v-cube.obj );
	cube.feasible = 0;
    end
end