How to maximize this function: x1^2+x2^2+...+xn^2 ?

Hello

How can I maximize the function x1^2+x2^2+...+xn^2

under some constraints which are LINEAR?

Thank you very much in advance!

Alex

Answer 1

[Sean de Wolski]

fmincon

[Teja Muppirala]

Or how about QUADPROG?

H = identity matrix

f = zero vector

A,b = your linear constraints

Answer 2

[Richard Brown]

I assume you mean minimise rather than maximise, because unless you have n independent constraints, your problem is unbounded.

In this case, assuming your constraints are Ax = b, just use the QR factorisation

[Q, R] = qr(A', 0);
x = Q * (R' \ b);

[Richard Brown]

just reread your question - if your constraints are inequalities, quadprog is the way to go