function [A,gam,fval] = gam3ind(c1,c2,h,m) global nstate lenseq nstate = m; %lenseq = n; T = 1; adim = m^2*T; gdim = m^2; xdim = adim + gdim; % box constraints %LB = zeros(adim,1)+1e-10; %UB = ones(adim,1); LB = zeros(xdim,1)+1e-10; LB(adim+1:end) = LB(adim+1:end) - 1e9; % no box constraints on phi UB = ones(xdim,1); UB(adim+1:end) = UB(adim+1:end) + 1e9; % no box constraints on phi % normalization constraints Aeq = zeros(m*T,xdim); for i=1:m*T for j=1:m Aeq(i,m*(i-1)+j) = 1; end end Beq = ones(m*T,1); [Aina,Bina] = constrict(m,h,T); rind=0; Aing = zeros(0,gdim); % gamma sum constraint %for i=1:m % for s=[-1 1] % rind = rind+1; % for j=1:m % cind = coord2ind([i j],[m m]); % Aing(rind,cind) = s; % end % Bing(rind,1) = c1; % end %end mm = repmat([m],[1 m]); minds = list_all_ind(mm); for s=[-1 1] for jind = 1:size(minds,1) rind = rind+1; iseq = minds(jind,:); rho = ~all(iseq==iseq(1)); for j=1:m i = iseq(j); cind = coord2ind([i j],[m m]); Aing(rind,cind) = s; Bing(rind,1) = c1+c2*rho; end end end Ain = assembleblock({Aina,Aing}); Bin = [Bina;Bing]; A0 = pnormdim(ones(m,m,T),1); A0 = A0+randn(size(A0))*1e-2; A0 = pnormdim(A0,1); G0 = randn(m,m); %G0(:,1) = G0(:,1) + 1e6; %G0(:,2) = G0(:,2) - 1e6; x0 = [A0(:); G0(:)]; [x,fval] = fmincon(@myobjm,x0,Ain,Bin,Aeq,Beq,LB,UB); fval = sqrt(abs(fval)); y = myobjm(x); global A FN A = reshape(x(1:adim),[m m T]); gam = reshape(x(adim+1:end),[m m]); return function y = myobjm(x) global nstate lenseq m = nstate; %n = lenseq; T = 1; adim = m^2*T; gdim = m^2; xdim = adim + gdim; A = reshape(x(1:adim),[m m T]); gam = reshape(x(adim+1:end),[m m]); s = sum(sum( A.*gam)); y = -s^2; return