isoutside
isoutside creates a big-M model to avoid a region specified by linear inequalities.
Syntax
Model = isoutside(P)
Example
The following code finds the vertex closest to the origin in a polytope by solving a non-convex problem involving an avoidance constraint. Note the required explicit bounds, as the model is constructed using big-M strategies.
x = sdpvar(2,1);
A = randn(10,2);
b = 10*rand(10,1);
Model = isoutside(A*x <= b)
optimize([Model, -100 <= x <= 100],x'*x)
plot(A*x <= b);hold on
plot(value(x(1)),value(x(2)),'*')
Comments
Note that isoutside will introduce binary variables.