Optimization problem solution with state space system as the constraint

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Hello everyone, I want to solve an optimization problem with quadratic cost function and the constraints are a difference equation representing a system in state space form. Can someone please guide me how to implement this for solution in matlab. Thank you.

Antworten (1)

Ziyang Zhang
Ziyang Zhang am 26 Aug. 2019
hello, did you have the solution? I am facing with the same problem.

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