programming method penalty quadratic
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min x^T Ax
Sum[i=1]xi = k, x € (0,1)^n
Consider the followi data:n=5,k=5, and the matrix A is given by
A=[3 4 6 7 8; 3 6 2 8 9; 1 5 8 3 9; 3 5 8 0 2; 2 2 2 2 2]
How can I programming method penalty quadratic.
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Matt J
2014 年 12 月 11 日
The problem you've shown has only 1 feasible solution x=[1 1 1 1 1], so no programming to do at all. More generally, you would use quadprog.
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John D'Errico
2014 年 12 月 11 日
編集済み: John D'Errico
2014 年 12 月 11 日
While Matt is correct, I would add that technically, there is no feasible solution at all, since the solution was supposed to lie in the OPEN 5-cube, (0,1)^n. Quadprog does not handle problems where the boundary is explicitly excluded. +1 anyway.
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