/icqm

Integer Convex Quadratic Minimization

Primary LanguageMATLABMIT LicenseMIT

icqm

Integer Convex Quadratic Minimization

%% icqm Integer Convex Quadratic Minimizer                                                       
% Find a solution to the following problem:                                                      
%                                                                                                
% minimize:      x'*mtx_M*x + 2*v_v'*x + d_cc                                                    
% subject to:    x with integer components                                                       
%                                                                                                
% This function implements a translation of the Schnorr-Euchner algorithm                        
% for ordinary integer least squares to the described integer convex                             
% quadratic minimzation problem.                                                                 
%                                                                                                
% Taken from Algorithm 5, Figure 2 in:
% GHASEMMEHDI AND AGRELL: FASTER RECURSIONS IN SPHERE DECODING.
%                                                                                                
% Inputs:                                                                                        
%    mtx_M = K*K real positive-definite matrix                                               
%    v_v = K*1 real vector                                                                       
%    d_cc = real scalar                                                                          
%                                                                                                
% Outputs:                                                                                       
%    v_opt = K*1 integer vector, optimal point                                                   
%    d_opt = real scalar, optimal value                                                          
%