maxmize ||x||_2
subject to
f(x) \leq 1
P = rand(N,d);
f = @(x)norm(P*x,1);
Constraints = [f(x) <= 1];
>> optimize(norm(x,1) <= 1, -x'*x,sdpsettings('solver','bmibnb'))* Starting YALMIP global branch & bound.* Branch-variables : 3* Upper solver : QUADPROG* Lower solver : LINPROG* LP solver : LINPROG Node Upper Gap(%) Lower Open 1 : -1.000E+00 66.67 -3.000E+00 2 Improved solution 2 : -1.000E+00 66.67 -3.000E+00 3 3 : -1.000E+00 66.67 -3.000E+00 4
>> optimize(norm(x,1) <= 1, -sqrtm(x'*x),sdpsettings('solver','bmibnb'))
* Starting YALMIP global branch & bound.
* Branch-variables : 4* Upper solver : fmincon