Dynamic-Calibration/utils/YALMIP-master/extras/pwasos2.m

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2019-12-18 11:25:45 +00:00
function [y,F] = pwasos2(fi,xi,x)
fi = fi(:);
xi = xi(:);
n = length(fi)-1;
lambda = sdpvar(n+1,1);
reg = binvar(n,1);
F = [sum(lambda)==1,lambda>0,sum(reg)==1];
F = [F,lambda(0+1) <= reg(1)];
for l =1:n-1
F = [F,lambda(l+1)-reg(l)-reg(l+1) < 0];
end
F = [F,lambda(end)<reg(end)];
F = [F,lambda'*xi(:) == x];
y = lambda'*fi;