text.classification/optim.txt at master · hfyfe/text.classification · GitHub

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function w = optim(A,truth,C)

%matrix size params
SizeA = size(A) ;
cl = SizeA(2) ;
r = SizeA(1) ;

lb= zeros (r, 1) ;

%objective vector
f = ones(2*cl+r,1);
f(1:r,1) = C ;

%constraint values vector
b = zeros(2*cl+r,1);
b(1:r,1) = -1 ;

%constraint equations matrix
constraints = zeros (2*cl+r, 2*cl+r) ;

%populate area of vector weightings
for i= 1:r
    if (truth(i) == 1)
        for j = 1:cl
            %truths negative b/c solving min
             constraints(i,r+cl+j) = - A(i,j) ;
        end
    else
        for j = 1:cl
            constraints(i,r+cl+j) = A(i,j) ;
        end
    end
end

for i = 1:r
    constraints(i,i) = -1 ;
end

for i = 1:cl
       constraints(r+i,r+i) = - 1 ;
       constraints(r+i,cl+r+i) = 1 ;
       constraints(r+cl+i,r+i) = -1 ;
       constraints(r+cl+i,cl+r+i) = -1 ;
end

%call lin program function, min f'*x sub to constraints*x <= b, lb < x
x = linprog(f',constraints,b,[],[],lb)  ;

w = x ;