Maximize L2 norm under linear constraints?

2 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.

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