X=[];Y=[];
n=size(X',1);m=size(X,1);s=size(Y,1);
A=[-X' Y'];b=zeros(n,1);
LB=zeros(m+s,1);UB=[];
for i=1:n
f=[zeros(1,m) -Y(:,i)'];
Aeq=[X(:,i)' zeros(1,s)];beq=1;
w(:,i)=linprog(f,A,b,Aeq,beq,LB,UB);
E(i,i)=Y(:,i)'*w(m+1:m+s,i);
end
w
E