Hi Rene (sorry, can't get the accent right)
You can use FMINCON to solve this problem. However, there is no dedicated input for quadratic constraints. Instead, you must formulate them as nonlinear constraints.
Also, since your objective and constraint functions are quadratic, you can save a lot of time by providing outputs that compute the gradients (H*x + f) and a function that computes the Hessian (of the Lagrangian, in this case).
To do this, you'll need to create functions to compute your objective and constraints, as well as setting these options:
- Algorithm to 'interior-point' - GradObj to 'on' (user-computed 1st derivatives) - GradConstr to 'on' (same) - Hessian to 'user-supplied' (user-computed 2nd derivatives) - HessFcn to a handle to a function that computes the Hessian of the Lagrangian (see this page:http://www.mathworks.com/help/toolbox/optim/ug/fmincon.html#f186882)