fmincon to solve optimization involving matrices and norms

Hello,

I am trying to tackle the following problem using fmincon

minimize (quad_form(x,L))

subject to

norm(B*x-bt,inf)./max(bt)<=1

where is the optimization variable and , and are known.

Any tip about how to code this into fmincon are really welcome.

Thanks.

Answer 1

[Walter Roberson]

fmincon will receive x as a row vector. Transpose it inside your nonlinear constraint function so that you can do the matrix multiplication.

[Perry Mason]

Thanks for the answer.

I guess this is it how I tried, but it doesnt work.

Could you please write the matlab code I should write?

Thanks!

(Sorry , I am pretty new at this optimization toolbox)