This submission allows a 5 parameter elliptical region to be approximated with a tunable number of linear constraints. The convex region defined by the linear constraints is inside the convex region defined by the original elliptical region. Two plotting functions are available to visualize the approximation along with the corresponding error in the area.
An example optimization problem with a quadratic objective function is provided to demonstrate that the nonlinear constraint can be approximated as a linear constraint (and therefore use quadprog instead of fmincon). The validity of this constraint approximation depends on the problem.
Please see the function vert2lcon for a more general implementation of the included vertxy2lcon
Daniel R. Herber (2023). Approximating an Elliptical Region with Linear Constraints (https://www.mathworks.com/matlabcentral/fileexchange/56519-approximating-an-elliptical-region-with-linear-constraints), MATLAB Central File Exchange. Retrieved .
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