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1 | function gamsrobot3 |
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2 | |
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3 | Q = 100*eye(10); |
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4 | c = [48, 42, 48, 45, 44, 41, 47, 42, 45, 46]'; |
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5 | b = [-4, 22,-6,-23,-12]'; |
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6 | A =[-2 -6 -1 0 -3 -3 -2 -6 -2 -2; |
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7 | 6 -5 8 -3 0 1 3 8 9 -3; |
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8 | -5 6 5 3 8 -8 9 2 0 -9; |
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9 | 9 5 0 -9 1 -8 3 -9 -9 -3; |
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10 | -8 7 -4 -5 -9 1 -7 -1 3 -2]; |
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11 | x = sdpvar(10,1); |
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12 | t = sdpvar(1,1); |
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13 | p = c'*x-0.5*x'*Q*x; |
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14 | F = set(0<x<1)+set(A*x<b); |
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15 | obj = p; |
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16 | |
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17 | sol = solvesdp(F,obj,sdpsettings('solver','bmibnb')) |
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18 | |
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19 | mbg_asserttolequal(double(obj),-39, 1e-8); |
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