set.seed(1323)
m <- 300
n <- 9
X <- matrix(stats::rnorm(m*n), nrow = m, ncol = n)
X <- cbind(rep(1,m), X)
b <- c(0, 0.8, 0, 1, 0.2, 0, 0.4, 1, 0, 0.7)
factor <- 2*rbinom(m, size = 1, prob = 0.8) - 1
y <- factor * (X %*% b) + stats::rnorm(m)
beta <- Variable(n+1)
obj <- sum_smallest(y - X %*% beta, 200)
prob <- Problem(Maximize(obj), list(0 <= beta, beta <= 1))
result <- solve(prob)
result$getValue(beta)
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