Dear all,
I have following formula
and I want to put this on quadprog, but I dont know how to define H, f, A, b ?

 Réponse acceptée

Matt J
Matt J le 14 Mai 2021
Modifié(e) : Matt J le 14 Mai 2021

0 votes

That would be,
A=[]; b=[];
Aeq=[]; beq=[];
lb=zeros(1,numel(z));
and,

4 commentaires

Soveatin Kuntur
Soveatin Kuntur le 14 Mai 2021
and how to convert f and H to matlab ?
Matt J
Matt J le 14 Mai 2021
Modifié(e) : Matt J le 14 Mai 2021
Using commands that you know very well:
H=z.' * y * y.' *z /2;
f=-ones(numel(z),1);
Soveatin Kuntur
Soveatin Kuntur le 14 Mai 2021
thanks!
Matt J
Matt J le 14 Mai 2021
You are quite welcome, but please Accept-click the answer to indicate that your question is resolved.

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