[37] | 1 | function test_robust_1 |
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| 2 | |
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| 3 | yalmip('clear') |
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| 4 | sdpvar x w; |
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| 5 | F = set(x + w < 1) + set(-0.5 < w < 0.5) |
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| 6 | sol = solverobust(F,-x,[],w); |
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| 7 | |
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| 8 | mbg_asserttolequal(double(x), 1/2, 1e-5); |
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| 9 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 10 | |
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| 11 | F = set(abs(x) + w < 1) + set(-0.5 < w < 0.5) |
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| 12 | sol = solverobust(F,-x,[],w); |
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| 13 | mbg_asserttolequal(double(x), 1/2, 1e-5); |
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| 14 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 15 | |
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| 16 | F = set(abs(x) + w < 1) + set(-2 < w < 2) |
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| 17 | sol = solverobust(F,-x,[],w); |
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| 18 | mbg_asserttolequal(double((sol.problem == 1) | (sol.problem == 12)), 1, 1e-5); |
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| 19 | |
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| 20 | F = set(abs(x) + w < 1) + set(norm(w,1) < 0.3); |
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| 21 | sol = solverobust(F,-x,[],w); |
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| 22 | mbg_asserttolequal(double(x), 0.7, 1e-5); |
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| 23 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 24 | |
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| 25 | F = set(abs(x) + w < 1) + set(norm(w,2) < 0.3); |
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| 26 | sol = solverobust(F,-x,[],w); |
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| 27 | mbg_asserttolequal(double(x), 0.7, 1e-5); |
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| 28 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 29 | |
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| 30 | x = sdpvar(3,1); |
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| 31 | w = sdpvar(2,1); |
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| 32 | F = set(norm(x,1) + sum(w) < 1) + set(norm(w,1) < 0.3); |
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| 33 | sol = solverobust(F,-sum(x),[],w); |
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| 34 | mbg_asserttolequal(double(sum(x)), 0.7, 1e-5); |
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| 35 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 36 | |
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| 37 | x = sdpvar(3,1); |
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| 38 | w = sdpvar(2,1); |
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| 39 | F = set(norm(x,1) + sum(w) < 1) + set(norm(w,1) < 0.3) + set(uncertain(w)) |
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| 40 | sol = solvesdp(F,-sum(x)); |
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| 41 | mbg_asserttolequal(double(sum(x)), 0.7, 1e-5); |
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| 42 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 43 | |
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| 44 | x = sdpvar(3,1); |
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| 45 | w = sdpvar(2,1); |
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| 46 | F = set(norm(x,1) + sum(w) < 1) + set(w'*w < 0.3^2); |
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| 47 | sol = solverobust(F,-sum(x),[],w); |
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| 48 | mbg_asserttolequal(double(sum(x)), 0.57574, 1e-5); |
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| 49 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 50 | |
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| 51 | % multiple nonlinear operators in uncertainty descr. |
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| 52 | F = set(norm(x,1) + sum(w) < 1) + set(norm(w,1) < 0.3) + set(norm(w,inf) < 0.1); |
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| 53 | sol = solverobust(F,-sum(x),[],w); |
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| 54 | mbg_asserttolequal(double(sum(x)), 0.8, 1e-5); |
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| 55 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 56 | |
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| 57 | % Mixed nonlinear operator |
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| 58 | sdpvar x w |
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| 59 | sol = solverobust(set(norm(x+w,1) < 1) + set(norm(w,2) < 0.2),-sum(x),[],w) |
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| 60 | mbg_asserttolequal(double(sum(x)), 0.8, 1e-5); |
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| 61 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 62 | |
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| 63 | % Mixed nonlinear operator, only part of w in constraints |
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| 64 | sdpvar x w(5,1) |
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| 65 | sol = solverobust(set(norm(x+w(1),1) < 1) + set(norm(w,2) < 0.2),-sum(x),[],w) |
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| 66 | mbg_asserttolequal(double(sum(x)), 0.8, 1e-5); |
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| 67 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 68 | % |
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| 69 | % yalmip('clear') |
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| 70 | % |
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| 71 | % x = sdpvar(3,1); |
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| 72 | % w = sdpvar(2,1); |
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| 73 | % |
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| 74 | % F = set(norm(x,1) + norm(w,1) < 1) + set(norm(w,1) < 0.3) + set(norm(w,inf) < 0.1); |
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| 75 | % sol = solverobust(F,-sum(x),[],w); |
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| 76 | % mbg_asserttolequal(double(sum(x)), 0.8, 1e-5); |
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| 77 | % mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 78 | |
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| 79 | yalmip('clear') |
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| 80 | sdpvar x w t1 t2; |
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| 81 | F = set(abs(x) + w < 1) + set(w == t1*(-0.5) + t2*0.5) + set([t1 t2]>0)+set(t1+t2 == 1) |
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| 82 | sol = solverobust(F,-x,[],[w;t1;t2]); |
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| 83 | mbg_asserttolequal(double(x), 1/2, 1e-5); |
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| 84 | mbg_asserttolequal(sol.problem, 0, 1e-5); |
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| 85 | |
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| 86 | sdpvar x w t |
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| 87 | F = set(x+sum(w) <= 10) |
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| 88 | W = set(-1/2 <= w <= 1/2) |
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| 89 | objective = (x-5)'*(x-5) + x*w; |
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| 90 | sol = solverobust(F + W,objective,[],[w]) |
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| 91 | mbg_asserttolequal(double(x), 4.75, 1e-5); |
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| 92 | |
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| 93 | sdpvar x w(2,1) |
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| 94 | F = set(x+sum(w) <= 1) + set([1 x;x 2] > 0); |
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| 95 | W = set(w'*w <= 1/2); |
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| 96 | objective = (x+1)'*(x+1) + x*norm(w,1); |
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| 97 | sol = solverobust(F + W,objective,[],w); |
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| 98 | mbg_asserttolequal(double(x), -1, 1e-5); |
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