maximizing multiple quadratic functions
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I have multiple quadratic functions that I need to maximize subject to linear constraints. How can I do that in matlab. The problem is like this: Maximize: x1^2 + x2^2+...+xn^2
y1^2+y2^2+...+yn^2
z1^2+z2^2+...+zn^2 ............... subject to: F(x1,x2,...,y1,y2,..., z1,z2,...)<=1
G(x1,x2,...,y1,y2,...,z1,z2,....)=0
Where F and G are linear functions.
Respuestas (1)
Matt J
el 30 de En. de 2018
0 votos
Just call quadprog() multiple times.
8 comentarios
Maher
el 30 de En. de 2018
You only have 3 objective functions. Just call it manually 3 times. No need for a loop.
Intermixing? They intermix in the objective function as well. Just assign zero coefficients to variables that don't participate in the objective function, e.g.,
objective = x1^2+x2^2 +0*y1^2 +0*y2^2
Maher
el 30 de En. de 2018
Matt J
el 30 de En. de 2018
You're welcome. If it solve the problem, though, please Accept-click the answer.
Maher
el 31 de En. de 2018
Torsten
el 31 de En. de 2018
Details ?
Maher
el 31 de En. de 2018
Torsten
el 31 de En. de 2018
More details ? Code, e.g. ?
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