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37 lines (34 loc) · 903 Bytes
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randomized_rounding.m
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37 lines (34 loc) · 903 Bytes
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function [OPT, ARG, EXP] = randomized_rounding(x, ...
A, ...
b, ...
T)
n = length(x);
ARG = zeros(n, 1);
OPT = Inf;
EXP = 0;
for t = 1:T
y = zeros(n, 1);
z = x;
while ~constraint_SAT(y, A, b)
z = z / sum(z);
r = rand;
d = 0;
for i = 1:n
d = d + z(i);
if r < d
y(i) = 1;
z(i) = 0;
break
end
end
end
f_y = b'*y;
[f_y, y] = tighten(f_y, y, A, b);
if f_y < OPT
OPT = f_y;
ARG = y;
end
EXP = EXP + f_y;
end
EXP = EXP/T;
end