!

"#$%

clc;
clear all;
fx=[44 -2 8 42 41 -1];
A=[5 4 3 7 -3 -6;3 -4 3 0 0 0];
b=[3.10;0];
k=[0 0]; %initial value of lambda%
X=[1 0 1 1 1 0]; %Co-eff of f(x) when lambda's are 0%
L=fx*X'+k*(b-A*X');
for i=0.01:0.01:10
for j=0.01:0.01:10
k=[i j];
p=fx-k*A;
X=sign(p);
for q=1:1:length(X)
if X(q)==-1
X(q)=0;
elseif X(q)==0
X(q)=1;
end
end
L_new=fx*X'+k*(b-A*X');
if L_new<L
if (A*X'-b)<0
L=L_new;
lambda=k;
X_final=X;
end
end
end
end
L
lambda
X_final
max_fx=fx*X_final'


L =

109.1210


lambda =

5.3100 5.8200


X_final =

0 1 0 1 1 1


max_fx =

80