Rev | Line | |
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[37] | 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 = residuals'*residuals; |
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| 19 | sol = solvesdp(set(residuals <50),obj,ops); |
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| 20 | mbg_asserttolequal(sol.problem,0); |
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| 21 | mbg_asserttolequal(double(obj), 1.605058709613011e+003, 1e-5); |
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| 22 | |
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