close all
clear all
clc
load data1.mat
zeta =0.001;
cvx_begin sdp quiet
variable W(K,I)
variables t1 t2
expression x(Mt,K)
expression X(Mt,L)
expression R(Mt,L)
expression delta_x(K-1,K-1)
expression t
expression delta_x_k
expression Pt
expression PJ
expression Rj
minimize t
A=p_mk+Wp_aj;
x(:,1:K )=a1(:,1:K )+a2(W(1:K ,:).’);
for k=1:size(x,1)
x_k=x(k,:);
for i=1:size(x,2)
for j=i:(size(x,2)-1)
delta_x(i,j)=abs(x_k(:,i)-x_k(:,j+1));
end
end
delta_x_k(k)=max(delta_x(:));
end
sum_1=sum(abs((A(:))));
sum_1<=t1;
t1<=1.5*E;
sum_2=sum(delta_x_k(:));
sum_2<=t2;
t2<=1.5*E;
t=t1+t2;
W(:)>=0;
X=zeros(Mt,1);
for k=1:K
X=[X,kron(ones(1,c(k)),x(:,k))];
end
X=X(:,2:end);
vX=X(:);
quad_form(vX’,ASJ)<=MtLzeta;
cvx_end