convex function with constant Hessian

11 Déc 2020
1 Réponse
Mise à jour 13 Déc 2020
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Hello. I have a problem.
Consider the convex function with constant Hessian. How to solve it in Matlab?
what is Matlab code, to convex function?
AND I don't know constant Hessian. Please explain to me

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Bruno Luong
Bruno Luong le 11 Déc 2020
Modifié(e) : Bruno Luong le 11 Déc 2020
Solve what? Nothng to solve here.
Such function is called quadratic form. In 1D it's all parabola.
It's also a 2nd order Taylor expansion of any function.

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Alan Weiss
Alan Weiss le 13 Déc 2020

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Perhaps you are looking for quadprog from Optimization Toolbox™.
Alan Weiss
MATLAB mathematical toolbox documentation

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