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1 | function gamsgpcml |
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2 | |
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3 | x1 = sdpvar(1,1); |
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4 | x2 = sdpvar(1,1); |
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5 | x3 = sdpvar(1,1); |
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6 | x4 = sdpvar(1,1); |
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7 | x5 = sdpvar(1,1); |
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8 | t = sdpvar(1,1); |
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9 | |
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10 | F = set([x1;x2;x3;x4;x5]>0); |
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11 | F = F + set(x1 + x2 + 2*x3 + x4 + x5 > 10); |
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12 | F = F + set(2*x1 + 3*x2 + x5 > 8); |
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13 | F = F + set(x2 + 4*x3 - x4 + 2*x5 > 12); |
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14 | F = F + set(8*x1 - x2 - x3 + 6*x4 > 20); |
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15 | F = F + set(- 2*x1 - x2 - 3*x3 - x4 - x5 > -30); |
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16 | obj = -(- (10*x1 - 0.34*x1*x1 - 0.28*x1*x2 + 10*x2 - 0.22*x1*x3 + 10*x3 - 0.24*x1*x4 + 10*x4 - 0.51*x1*x5 + 10*x5 - 0.28*x2*x1 - 0.34*x2*x2 - 0.23*x2*x3 -0.24*x2*x4 - 0.45*x2*x5 - 0.22*x3*x1 - 0.23*x3*x2 - 0.35*x3*x3 - 0.22*x3*x4 - 0.34*x3*x5 - 0.24*x4*x1 - 0.24*x4*x2 - 0.22*x4*x3 - 0.2*x4*x4 - 0.38*x4*x5 - 0.51*x5*x1 - 0.45*x5*x2 - 0.34*x5*x3 - 0.38*x5*x4 - 0.99*x5*x5)); |
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17 | |
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18 | sol = solvesdp(F,obj,sdpsettings('solver','bmibnb')) |
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19 | |
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20 | mbg_asserttolequal(double(obj),-473.7778, 1e-4); |
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