maximizing multiple quadratic functions

6 visualizaciones (últimos 30 días)
Maher
Maher el 30 de En. de 2018
Comentada: Torsten el 31 de En. de 2018
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
Matt J el 30 de En. de 2018
Just call quadprog() multiple times.
  8 comentarios
Maher
Maher el 31 de En. de 2018
I didn't get a vector that attains a maximum value
Torsten
Torsten el 31 de En. de 2018
More details ? Code, e.g. ?

Iniciar sesión para comentar.

Categorías

Más información sobre Quadratic Programming and Cone Programming en Help Center y File Exchange.

Community Treasure Hunt

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

Start Hunting!

Translated by