% Boyd & Vandenberghe, "Convex Optimization"
% Joëlle Skaf - 08/16/05
% (a figure is generated)
%
% The goal is to find the largest Euclidean ball (i.e. its center and
% radius) that lies in a polyhedron described by linear inequalites in this
% fashion: P = {x : a_i'*x <= b_i, i=1,...,m} where x is in R^2

% Generate the input data
a1 = [ 2;  1];
a2 = [ 2; -1];
a3 = [-1;  2];
a4 = [-1; -2];
b = ones(4,1);

% Create and solve the model
cvx_begin
    variable r(1)
    variable x_c(2)
    maximize ( r )
    a1'*x_c + r*norm(a1,2) <= b(1);
    a2'*x_c + r*norm(a2,2) <= b(2);
    a3'*x_c + r*norm(a3,2) <= b(3);
    a4'*x_c + r*norm(a4,2) <= b(4);
cvx_end

% Generate the figure
x = linspace(-2,2);
theta = 0:pi/100:2*pi;
plot( x, -x*a1(1)./a1(2) + b(1)./a1(2),'b-');
hold on
plot( x, -x*a2(1)./a2(2) + b(2)./a2(2),'b-');
plot( x, -x*a3(1)./a3(2) + b(3)./a3(2),'b-');
plot( x, -x*a4(1)./a4(2) + b(4)./a4(2),'b-');
plot( x_c(1) + r*cos(theta), x_c(2) + r*sin(theta), 'r');
plot(x_c(1),x_c(2),'k+')
xlabel('x_1')
ylabel('x_2')
title('Largest Euclidean ball lying in a 2D polyhedron');
axis([-1 1 -1 1])
axis equal

 
Calling SDPT3 4.0: 4 variables, 3 equality constraints
   For improved efficiency, SDPT3 is solving the dual problem.
------------------------------------------------------------

 num. of constraints =  3
 dim. of linear var  =  4
 number of nearly dependent constraints = 1
 To remove these constraints, re-run sqlp.m with OPTIONS.rmdepconstr = 1.
*******************************************************************
   SDPT3: Infeasible path-following algorithms
*******************************************************************
 version  predcorr  gam  expon  scale_data
    NT      1      0.000   1        0    
it pstep dstep pinfeas dinfeas  gap      prim-obj      dual-obj    cputime
-------------------------------------------------------------------
 0|0.000|0.000|4.5e+01|6.0e+00|4.0e+02| 4.000000e+01  0.000000e+00| 0:0:00| chol  1  1 
 1|0.997|1.000|1.3e-01|6.7e-02|5.4e+00| 5.578925e-01 -3.869844e+00| 0:0:00| chol  1  1 
 2|1.000|1.000|7.0e-08|6.7e-03|1.9e-01| 4.472135e-01  2.566950e-01| 0:0:00| chol  1  1 
 3|1.000|0.989|2.7e-08|7.3e-04|2.1e-03| 4.472136e-01  4.455792e-01| 0:0:00| chol  1  1 
 4|1.000|0.989|7.4e-09|7.4e-05|2.3e-05| 4.472136e-01  4.472399e-01| 0:0:00| chol  1  1 
 5|1.000|0.989|1.5e-09|8.1e-07|2.6e-07| 4.472136e-01  4.472139e-01| 0:0:00| chol  1  1 
 6|1.000|0.998|2.0e-11|1.7e-09|3.5e-09| 4.472136e-01  4.472136e-01| 0:0:00|
  stop: max(relative gap, infeasibilities) < 1.49e-08
-------------------------------------------------------------------
 number of iterations   =  6
 primal objective value =  4.47213596e-01
 dual   objective value =  4.47213593e-01
 gap := trace(XZ)       = 3.48e-09
 relative gap           = 1.84e-09
 actual relative gap    = 1.24e-09
 rel. primal infeas (scaled problem)   = 1.95e-11
 rel. dual     "        "       "      = 1.72e-09
 rel. primal infeas (unscaled problem) = 0.00e+00
 rel. dual     "        "       "      = 0.00e+00
 norm(X), norm(y), norm(Z) = 2.4e-01, 4.5e-01, 1.8e-08
 norm(A), norm(b), norm(C) = 7.3e+00, 2.0e+00, 3.0e+00
 Total CPU time (secs)  = 0.06  
 CPU time per iteration = 0.01  
 termination code       =  0
 DIMACS: 2.0e-11  0.0e+00  2.6e-09  0.0e+00  1.2e-09  1.8e-09
-------------------------------------------------------------------
 
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +0.447214