function [Ax, Ay, b] = bound_exp(xL,xU) % Two lower bounds from tangents % y > exp(xL) + (x-xL)*exp(xL) % y > exp(xU) + (x-xU)*exp(xU) % Upper bound from conneting extreme points % y < exp(xU)(x-xL)/(xU-xL) + exp(xL)(xU-x)/(xU-xL) % can be wrtitten as % Ax*x + Ay*y < b Ay = [-1;-1;1]; b = [-exp(xL)+xL*exp(xL); -exp(xU)+xU*exp(xU); exp(xU)*(-xL)/(xU-xL) + exp(xL)*(xU)/(xU-xL)]; Ax = [exp(xL);exp(xU); -exp(xU)/(xU-xL) + exp(xL)/(xU-xL)];