function [A,gam,fval] = s1check(n,d,h) %n=1; m=2; Hn = sum(h.^(0:n-1)); c1 = d*Hn; c2 = d*h^(n-1); 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) - Inf; % no box constraints on phi UB = ones(xdim,1); UB(adim+1:end) = UB(adim+1:end) + Inf; % 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); % stricture constraints SIGNS = 2*list_all_ind(repmat([2],[1 m]))-3; Aina = zeros(size(SIGNS,1)*m*(m-1)/2*T,m^2*T); rind = 0; for t=1:T for i1=1:m for i2=i1+1:m for s = 1:size(SIGNS,1) rind = rind+1; ss = SIGNS(s,:); for j=1:m ind1 = coord2ind([j i1 t],[m m T]); ind2 = coord2ind([j i2 t],[m m T]); Aina(rind,ind1) = ss(j); Aina(rind,ind2) = -ss(j); end end end end end Bina = ones(size(Aina,1),1)*h*2; rind=0; % 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 for s=[-1 1] rind = rind+1; cind1 = coord2ind([1 1],[m m]); cind2 = coord2ind([2 2],[m m]); Aing(rind,cind1) = s; Aing(rind,cind2) = s; Bing(rind,1) = c1+h*c2; rind = rind+1; cind1 = coord2ind([1 2],[m m]); cind2 = coord2ind([2 1],[m m]); Aing(rind,cind1) = s; Aing(rind,cind2) = s; Bing(rind,1) = c1+h*c2; 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); 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]); g00 = gam(1,1); g10 = gam(1,2); g01 = gam(2,1); g11 = gam(2,2); a0 = A(1,1); a1 = A(2,1); b0 = A(1,2); b1 = A(2,2); s = (a0-b0)*(g00-g10) + (a1-b1)*(g01-g11); y = -s^2; return function r = F(x) %r = length(find(x~=1)); %return global nstate lenseq = length(x); global FN FF = FN{lenseq}; ind = coord2ind(x,(repmat(nstate,1,lenseq))); r = FF(ind); return function p = p_0(x) global C p = C(x); return function p = p_n(i,j,n) % primitive cond prob global A if i p = A(i,j,n); else p = 1; end return function gam = gamma(n,x) %global nstate global A [m,m,t] = size(A); nstate = m; gam = zeros(nstate,1); if (n==2) for k=1:nstate for x1=1:nstate gam(k) = gam(k) + p_0(x1)*(p_n(k ,1 ,1)*F([1 k x]) - p_n(k ,x1,1)*F([x1 k x])); end end else for k=1:nstate gamkx = gamma(n-1,[k x]); for k1=1:nstate gam(k) = gam(k) + p_n(k,k1,n-1) * gamkx(k1); end end end return