function [A,fval] = minmaxvar_incr(m0,n0,e0,A00) global m n H0 e A0 m=m0; n=n0; e = e0; A0 = A00; %H0 = H; adim = m^2; LB = zeros(adim,1); UB = ones(adim,1); UB = UB*e; x = rand(m,m)*e; [x,fval] = fmincon(@myobj1,x(:),[],[],[],[],LB,UB); x = reshape(x,[m m]); A = zeros(m,m,n-1); A(:,:,1:n-2) = A0; A(:,:,n-1) = pnormdim(eye(m)+x,1); return function y = myobj1(x) global m n H0 A0 %try x = reshape(x,[m m]); A = zeros(m,m,n-1); A(:,:,1:n-2) = A0; %catch % keyboard %end A(:,:,n-1) = pnormdim(eye(m)+x,1); C = ones(m,1)/m; [y,x] = probdev_qp(A,C); return