scm_online.m File Reference

scm_results = scm_online(mu, Theta_mu, scm_offline_data, M_alpha, M_plus, desired_constant) More...

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Functions
function scm_results =	scm_online (mu, Theta_mu, scm_offline_data, M_alpha, M_plus, desired_constant)
	scm_results = scm_online(mu, Theta_mu, scm_offline_data, M_alpha, M_plus, desired_constant) More...

Detailed Description

scm_results = scm_online(mu, Theta_mu, scm_offline_data, M_alpha, M_plus, desired_constant)

Definition in file scm_online.m.

Function Documentation

function scm_results = scm_online	(		mu,
			Theta_mu,
			scm_offline_data,
			M_alpha,
			M_plus,
			desired_constant
	)

scm_results = scm_online(mu, Theta_mu, scm_offline_data, M_alpha, M_plus, desired_constant)

function which computes the online-stage of the SCM including the computation of both a lower and an upper bound to the desired constant. See scm_offline.m for the description of the various model-fields controlling the SCM.

The upper bound is computed as a simple search for a minimum, the lower bound is computed by solving a linear program.

Parameters

mu	mu
Theta_mu	Theta mu
scm_offline_data	scm offline data
M_alpha	M alpha
M_plus	M plus
desired_constant	desired constant

Return values

scm_results

scm results

Required fields of scm_offline_data:

• C —  C
• D —  D
• isfeasable —  isfeasable
• sigma_plus —  sigma plus
• sigma_minus —  sigma minus
• alpha_C —  alpha C
• Theta_C —  Theta C
• Options —  Options
• ystern_C —  ystern C

Generated fields of scm_results:

• Upper_Bound —  Upper Bound
• Lower_Bound —  Lower Bound

Definition at line 17 of file scm_online.m.

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