% Boyd & Vandenberghe "Convex Optimization"
% Joëlle Skaf - 04/24/08
%
% We consider a discrete memoryless communication channel, with input
% X(t) \in {1,...,n}, and output Y(t) \in {1,...,m}, for t = 1,2,...
% The relation between the input and output is given statistically:
%           p_ij = Prob(Y(t)=i|X(t)=j), i=1,...,m,  j=1,...,n
% The matrix P is called the channel transition matrix.
% The channel capacity C is given by
%           C = sup{ I(X;Y) | x >= 0, sum(x) = 1},
% I(X;Y) is the mutual information between X and Y, and it can be shown
% that:     I(X;Y) = c'*x - sum_{i=1}^m y_i*log_2(y_i)
% where     c_j = sum_{i=1}^m p_ij*log_2(p_ij), j=1,...,m

% Input data
rand('state', 0);
n = 15;
m = 10;
P = rand(m,n);
P = P./repmat(sum(P),m,1);
c = sum(P.*log2(P))';

% Channel capacity
cvx_begin
    variable x(n)
    y = P*x;
    maximize (c'*x + sum(entr(y))/log(2))
    x >= 0;
    sum(x) == 1;
cvx_end
C = cvx_optval;

% Results
display(['The channel capacity is: ' num2str(C) ' bits.'])

 
Calling Mosek 9.1.9: 45 variables, 21 equality constraints
------------------------------------------------------------

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:32:15)
Copyright (c) MOSEK ApS, Denmark. WWW: mosek.com
Platform: MACOSX/64-X86

Problem
  Name                   :                 
  Objective sense        : min             
  Type                   : CONIC (conic optimization problem)
  Constraints            : 21              
  Cones                  : 10              
  Scalar variables       : 45              
  Matrix variables       : 0               
  Integer variables      : 0               

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries                  : 1                 time                   : 0.00            
Lin. dep.  - tries                  : 1                 time                   : 0.00            
Lin. dep.  - number                 : 0               
Presolve terminated. Time: 0.00    
Problem
  Name                   :                 
  Objective sense        : min             
  Type                   : CONIC (conic optimization problem)
  Constraints            : 21              
  Cones                  : 10              
  Scalar variables       : 45              
  Matrix variables       : 0               
  Integer variables      : 0               

Optimizer  - threads                : 8               
Optimizer  - solved problem         : the primal      
Optimizer  - Constraints            : 11
Optimizer  - Cones                  : 10
Optimizer  - Scalar variables       : 45                conic                  : 30              
Optimizer  - Semi-definite variables: 0                 scalarized             : 0               
Factor     - setup time             : 0.00              dense det. time        : 0.00            
Factor     - ML order time          : 0.00              GP order time          : 0.00            
Factor     - nonzeros before factor : 66                after factor           : 66              
Factor     - dense dim.             : 0                 flops                  : 2.53e+03        
ITE PFEAS    DFEAS    GFEAS    PRSTATUS   POBJ              DOBJ              MU       TIME  
0   1.0e+00  3.3e+00  2.6e+01  0.00e+00   1.194318353e+01   -1.290927710e+01  1.0e+00  0.00  
1   1.7e-01  5.5e-01  2.1e+00  3.99e-01   -1.272469866e+00  -6.493625036e+00  1.7e-01  0.01  
2   3.6e-02  1.2e-01  1.9e-01  9.53e-01   -3.563989990e-01  -1.443163623e+00  3.6e-02  0.01  
3   8.7e-03  2.9e-02  2.0e-02  1.43e+00   -2.600891765e-01  -4.795083013e-01  8.7e-03  0.01  
4   2.5e-03  8.3e-03  3.1e-03  1.07e+00   -2.872727888e-01  -3.492423680e-01  2.5e-03  0.01  
5   7.3e-04  2.4e-03  4.9e-04  1.02e+00   -2.938935439e-01  -3.116057006e-01  7.3e-04  0.01  
6   1.1e-04  3.5e-04  2.7e-05  1.01e+00   -2.961469625e-01  -2.986978574e-01  1.1e-04  0.01  
7   1.1e-05  3.7e-05  9.5e-07  1.00e+00   -2.962736558e-01  -2.965491094e-01  1.1e-05  0.01  
8   1.2e-06  4.0e-06  3.4e-08  1.00e+00   -2.962887714e-01  -2.963185524e-01  1.2e-06  0.01  
9   3.2e-08  1.1e-07  1.4e-10  1.00e+00   -2.962908185e-01  -2.962915924e-01  3.2e-08  0.01  
10  2.6e-09  8.4e-09  3.2e-12  1.00e+00   -2.962908540e-01  -2.962909156e-01  2.5e-09  0.01  
11  1.4e-08  3.8e-09  9.7e-13  1.00e+00   -2.962908646e-01  -2.962908924e-01  1.3e-09  0.01  
12  1.4e-08  3.7e-09  9.2e-13  1.00e+00   -2.962908634e-01  -2.962908903e-01  1.3e-09  0.01  
13  1.0e-08  2.7e-09  6.0e-13  1.00e+00   -2.962908592e-01  -2.962908793e-01  8.8e-10  0.01  
14  9.6e-09  2.7e-09  6.0e-13  1.00e+00   -2.962908588e-01  -2.962908789e-01  8.7e-10  0.01  
15  9.5e-09  2.7e-09  6.0e-13  1.00e+00   -2.962908588e-01  -2.962908788e-01  8.7e-10  0.01  
16  9.9e-10  3.4e-10  2.7e-14  1.00e+00   -2.962908589e-01  -2.962908613e-01  1.1e-10  0.01  
Optimizer terminated. Time: 0.02    


Interior-point solution summary
  Problem status  : PRIMAL_AND_DUAL_FEASIBLE
  Solution status : OPTIMAL
  Primal.  obj: -2.9629085886e-01   nrm: 1e+00    Viol.  con: 2e-10    var: 0e+00    cones: 9e-11  
  Dual.    obj: -2.9629086135e-01   nrm: 2e+00    Viol.  con: 0e+00    var: 3e-10    cones: 0e+00  
Optimizer summary
  Optimizer                 -                        time: 0.02    
    Interior-point          - iterations : 16        time: 0.01    
      Basis identification  -                        time: 0.00    
        Primal              - iterations : 0         time: 0.00    
        Dual                - iterations : 0         time: 0.00    
        Clean primal        - iterations : 0         time: 0.00    
        Clean dual          - iterations : 0         time: 0.00    
    Simplex                 -                        time: 0.00    
      Primal simplex        - iterations : 0         time: 0.00    
      Dual simplex          - iterations : 0         time: 0.00    
    Mixed integer           - relaxations: 0         time: 0.00    

------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +0.296291
 
The channel capacity is: 0.29629 bits.