maximizing multiple quadratic functions

6 vues (au cours des 30 derniers jours)
Maher
Maher le 30 Jan 2018
Commenté : Torsten le 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.

Réponses (1)

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

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