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1 | function socp1 |
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2 | |
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3 | X = sdpvar(3,3); |
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4 | x = sdpvar(3,1); |
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5 | obj = trace(X)+sum(x); |
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6 | F = set(X>0) + set(cone(x(2:end),1+x(1))) + set(trace(X)==x(1)+2*x(2)+3*x(3)+4)+set(X(1,3)==8); |
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7 | |
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8 | sol1 = solvesdp(F,obj); |
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9 | obj1 = double(obj); |
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10 | p1 = checkset(F); |
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11 | |
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12 | sol2 = solvesdp(F,obj,sdpsettings('dualize',1)); |
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13 | obj2 = double(obj); |
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14 | p2 = checkset(F); |
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15 | |
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16 | mbg_asserttolequal(sol1.problem,0); |
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17 | mbg_asserttolequal(sol2.problem,0); |
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18 | mbg_asserttolequal(obj1,obj2, 1e-5); |
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19 | mbg_asserttolequal(min(p1),0, 1e-5); |
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20 | mbg_asserttolequal(min(p2),0, 1e-5); |
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