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1 | function milp |
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2 | |
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3 | rand('seed',1234); |
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4 | |
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5 | a = [1 2 3 4 5 6]'; |
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6 | t = (0:0.02:2*pi)'; |
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7 | x = [sin(t) sin(2*t) sin(3*t) sin(4*t) sin(5*t) sin(6*t)]; |
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8 | y = x*a+(-4+8*rand(length(x),1)); |
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9 | |
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10 | a_hat = intvar(6,1); |
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11 | |
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12 | residuals = y-x*a_hat; |
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13 | bound = sdpvar(length(residuals),1); |
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14 | F = set(-bound <= residuals <= bound); |
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15 | ops = sdpsettings('solver','bnb'); |
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16 | |
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17 | % Test QP |
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18 | obj = sum(bound); |
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19 | sol = solvesdp(F,obj,ops); |
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20 | mbg_asserttolequal(sol.problem,0); |
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21 | mbg_asserttolequal(double(obj), 6.168422746718130e+002, 1e-5); |
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22 | |
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