maximizing multiple quadratic functions

6 Ansichten (letzte 30 Tage)
Maher
Maher am 30 Jan. 2018
Kommentiert: Torsten am 31 Jan. 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.

Antworten (1)

Matt J
Matt J am 30 Jan. 2018
Just call quadprog() multiple times.
  8 Kommentare
Maher
Maher am 31 Jan. 2018
I didn't get a vector that attains a maximum value
Torsten
Torsten am 31 Jan. 2018
More details ? Code, e.g. ?

Melden Sie sich an, um zu kommentieren.

Kategorien

Mehr zu Quadratic Programming and Cone Programming finden Sie in Help Center und File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by