Maximize L2 norm under linear constraints?
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I want to maximize L2 norm of a vector under some linear constraints. i.e,
max |x|^2
subject to Ax ≤ b
Could you please help me to find out a way to solve this in Matlab?
Respuestas (1)
John D'Errico
el 29 de Sept. de 2016
help quadprog
Use
H = -eye(n,n)
1 comentario
Anver Hisham
el 29 de Sept. de 2016
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