%This is the code script.
M_curr = [1,0,3,1,2]';
Cu = [0,0,-1,0,1]';
t_u_number = 1;
pm = [1,0,0]';
A=[1, 0, 0, 0, 0;0, 1, 0, 0, 0;0, 0, 0, 1, 0];
F = [];
sigma_u = intvar(t_u_number,1,'full');
F = [F, sigma_u >= 0];
F = [F,M_curr+Cu*sigma_u >= 0];
for j=1:t_u_number
F = [F, A*(sigma_u(j)*Cu(:,j)) == 0];
end
sigma_u_alpha = intvar(t_u_number,1,'full');
F = [F, sigma_u_alpha >= 0];
F = [F,sigma_u_alpha <= 1];
F=[F,M_curr+Cu*sigma_u+Cu* sigma_u_alpha >= 0];
F=[F,ones(1,t_u_number)*Cu * sigma_u_alpha == 1];
F = [F, A*(M_curr+Cu*sigma_u+Cu* sigma_u_alpha) == pm]; % error occurs.
output = optimize(F,[],options);