using Convex K = 6 n = 4 T = 15 A = cell(K) A[1] = [ 0.974613 0.005416 0.338909 0.145373 0.053034 0.968552 0.248223 0.029486 -0.163864 -0.032364 0.847248 -0.002269 -0.083829 0.014624 0.266229 1.157479 ] A[2] = [ 0.987410 0.023077 -0.012568 0.022919 0.094696 0.957696 0.018856 -0.121419 -0.053685 -0.039576 1.025950 0.044159 0.040182 0.145130 -0.086010 1.011792 ] A[3] = [ 0.939168 0.055795 0.007536 -0.052255 -0.011330 0.992497 -0.015185 0.035225 -0.254674 0.181117 0.982911 -0.086943 0.190628 -0.136959 0.011503 1.068570 ] A[4] = [ 1.011854 -0.006006 0.014586 0.003463 0.036293 0.986740 0.047754 0.010116 0.035943 -0.064832 1.016076 0.014929 -0.048424 0.056865 -0.040062 0.982782 ] A[5] = [ 1.051422 0.065121 0.065513 -0.046097 0.012282 1.014907 0.022017 -0.015483 -0.060526 -0.078696 0.943018 0.040122 0.039731 0.053584 0.018456 0.986970 ] A[6] = [ 1.062129 -0.047598 0.015538 -0.037892 0.201861 0.959273 -0.002347 -0.004480 0.112989 0.028807 0.996122 -0.112590 0.092842 -0.044787 0.033195 0.970655 ] Q = [ 1.801362 0.434618 1.854163 2.119112 0.434618 1.239241 -1.032350 1.617343 1.854163 -1.032350 8.245716 0.368032 2.119112 1.617343 0.368032 3.923263 ] x0 = [ -1.237416 -28.995344 -6.584492 -26.920183 ] f(x) = (x'*Q*x)[1]/2 pstar = 11769.756573