maximizing multiple quadratic functions
Ältere Kommentare anzeigen
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
am 30 Jan. 2018
0 Stimmen
Just call quadprog() multiple times.
8 Kommentare
Maher
am 30 Jan. 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
am 30 Jan. 2018
Matt J
am 30 Jan. 2018
You're welcome. If it solve the problem, though, please Accept-click the answer.
Maher
am 31 Jan. 2018
Torsten
am 31 Jan. 2018
Details ?
Maher
am 31 Jan. 2018
Torsten
am 31 Jan. 2018
More details ? Code, e.g. ?
Kategorien
Mehr zu Quadratic Programming and Cone Programming finden Sie in Hilfe-Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!