Effacer les filtres
Effacer les filtres

Maximize L2 norm under linear constraints?

6 vues (au cours des 30 derniers jours)
Anver Hisham
Anver Hisham le 29 Sep 2016
Commenté : Anver Hisham le 29 Sep 2016
I want to maximize L2 norm of a vector under some linear constraints. i.e,
max |x|^2
subject to Ax ≤ b
Could you please help me to find out a way to solve this in Matlab?

Réponses (1)

John D'Errico
John D'Errico le 29 Sep 2016
help quadprog
Use
H = -eye(n,n)
  1 commentaire
Anver Hisham
Anver Hisham le 29 Sep 2016
@John D'Errico: I see quadprog solves only convex problems. I see my problem is non-convex, and also NP-hard.

Connectez-vous pour commenter.

Catégories

En savoir plus sur Nonlinear Optimization dans Help Center et File Exchange

Tags

Community Treasure Hunt

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

Start Hunting!

Translated by