How to find the global minimization of a quadratic concave function (or maximization of a convex function) over quadratic convex constraints ?

4 visualizzazioni (ultimi 30 giorni)
Chihang Wei
Chihang Wei il 9 Dic 2016
Risposto: Alan Weiss il 12 Dic 2016
The optimization problem in standard form is: min -x'Px s.t. x'Qx<=d where P and Q are both positive semidefinite. Then how to find the speicific x to minimize -x'Px?

Accedi per rispondere a questa domanda.

Risposte (1)

Alan Weiss
Alan Weiss il 12 Dic 2016
You could try fmincon starting from a variety of points. For an efficient problem formulation, see Linear or Quadratic Objective with a Quadratic Constraint.
Alan Weiss
MATLAB mathematical toolbox documentation

Categorie

Scopri di più su Quadratic Programming and Cone Programming in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by