clear
X= [ ];
Y= [ ];
n=size(X', 1);
m=size(X,1);
s=size(Y,1);
epsilon=10^-10;
f=[zeros(1,n) -epsilon*ones(1,m+s) 1];
A=zeros(1,n+m+s+1);b=0;
LB=zeros(n+m+s+1,1);
UB=[];
LB(n+m+s+1)=-inf;
for i=1:n;
Aeq=[X eye(m) zeros(m,s) -X(:,i)
Y zeros(s,m) -eye(s) zeros(s,1)];
Aeq(:,i)=zeros(m+s,1);
beq=[zeros(m,1)
Y(:,i)];
w(:,i)=LINPROG(f, A, b, Aeq, beq, LB, UB);
end
w
Lambda=w([1:n],:)
s_minus=w([n+1:n+m],:)
s_plus=w([n+m+1:n+m+s],:)
theta=w(n+m+s+1,:)
