% Section 6.3.3
% Boyd & Vandenberghe "Convex Optimization"
% Original by Lieven Vandenberghe
% Adapted for CVX Joelle Skaf - 09/29/05
% (a figure is generated)
%
% Plots the optimal trade-off curve between ||Dx||_2 and ||x-x_cor||_2 by
% solving the following problem for different values of delta:
%           minimize    ||x - x_cor||^2 + delta*||Dx||^2
% where x_cor is the a problem parameter, ||Dx|| is a measure of smoothness

%Input data
randn('state',0);
n = 4000;  t = (0:n-1)';
exact = 0.5*sin((2*pi/n)*t).*sin(0.01*t);
corrupt = exact + 0.05*randn(size(exact));

e = ones(n,1);
D = spdiags([-e e], -1:0, n, n);

% tradeoff curve
nopts = 50;
lambdas = logspace(-10,10,nopts);
obj1 = zeros(1,nopts);
obj2 = zeros(1,nopts);

fprintf(1,'Generating the optimal trade-off curve for different values of delta...\n');
for i=1:nopts
    disp(['* delta = ' num2str(lambdas(i))]);
    cvx_begin quiet
        variable x(n)
        minimize ( norm(x - corrupt) + lambdas(i)*norm(D*x) )
    cvx_end
    obj1(i) = norm(x - corrupt);
    obj2(i) = norm(D*x);
end
fprintf(1,'Done! \n');

% Plots
plot(obj1, obj2)
xlabel('||x - x_{cor}||_2');
ylabel('||Dx||_2');
title('Optimal trade-off curve');
% print -deps smoothrec_tradeoff.eps

Generating the optimal trade-off curve for different values of delta...
* delta = 1e-10
* delta = 2.5595e-10
* delta = 6.5513e-10
* delta = 1.6768e-09
* delta = 4.2919e-09
* delta = 1.0985e-08
* delta = 2.8118e-08
* delta = 7.1969e-08
* delta = 1.8421e-07
* delta = 4.7149e-07
* delta = 1.2068e-06
* delta = 3.0888e-06
* delta = 7.906e-06
* delta = 2.0236e-05
* delta = 5.1795e-05
* delta = 0.00013257
* delta = 0.00033932
* delta = 0.00086851
* delta = 0.002223
* delta = 0.0056899
* delta = 0.014563
* delta = 0.037276
* delta = 0.09541
* delta = 0.24421
* delta = 0.62506
* delta = 1.5999
* delta = 4.0949
* delta = 10.4811
* delta = 26.827
* delta = 68.6649
* delta = 175.7511
* delta = 449.8433
* delta = 1151.3954
* delta = 2947.0517
* delta = 7543.1201
* delta = 19306.9773
* delta = 49417.1336
* delta = 126485.5217
* delta = 323745.7543
* delta = 828642.7729
* delta = 2120950.8879
* delta = 5428675.4393
* delta = 13894954.9437
* delta = 35564803.0622
* delta = 91029817.7992
* delta = 232995181.0515
* delta = 596362331.6595
* delta = 1526417967.1752
* delta = 3906939937.0546
* delta = 10000000000
Done!