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How to solve a revised quadratic program problem

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Wan-Yi Chiu
Wan-Yi Chiu am 31 Dez. 2018
Kommentiert: Matt J am 1 Jan. 2019
I need helps for solving the following quadratic maximum problem.
The quadprog(H, f, A, b) command is designed for solving:
subject to Ax<b.
However, my problem is described as follows:
subject to , where L=(1,1,...1) is the ones vector and k is negative constant.
It is kind of you to offer me the codes or an idea.
Thank you very much.

Akzeptierte Antwort

Matt J
Matt J am 31 Dez. 2018
Bearbeitet: Matt J am 31 Dez. 2018
Use fmincon. Be careful as well of the non-differentiability of the function at x=0. You should introduce a constraint that keeps it away from there.

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