function test_gp_gpposyminpfnorm sdpvar lambda b(4,1) s(3,1) v(4,1) c(2,1) % constants c_nom = [1 1]'; b_nom = [2 3 2 1]'; alpha = [1 1 1 1]'; beta = [1 1 1 1]'; s_nom = [1 1 3]'; gamma = [1 1 1]'; delta = [1 1 1]'; % objective obj = lambda; % constraints constr = [... % inequalities b'*v <= lambda*v(1); s(1)*v(1) <= lambda*v(2); s(2)*v(2) <= lambda*v(3); s(3)*v(3) <= lambda*v(4); [0.5; 0.5] <= c; c <= [2; 2]; % equalities b == b_nom.*((ones(4,1)*(c(1)/c_nom(1))).^alpha).*... ((ones(4,1)*(c(2)/c_nom(2))).^beta); s == s_nom.*((ones(3,1)*(c(1)/c_nom(1))).^gamma).*... ((ones(3,1)*(c(2)/c_nom(2))).^delta); ]; % find the optimal eigenvalue sol = solvesdp(constr,obj,sdpsettings('solver','mosek,gpposy,fmincon-geometric')); mbg_asserttolequal(sol.problem,0); mbg_asserttolequal(double(obj), 0.80406738656616,1e-5);