Underdetermined optimization problem

2012 2 月 28
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Hello everyone
I have an optimization problem like this:
A = w_1*A_1+w_2*A_2+....w_N*A_N
where A is an p*q matrix A_1,..., A_N are also p*q matrixes w_1,....,w_N are some scaler numbers
the problem is that with assumed A and A_1,....,A_N, minimze error fuction and optimize the w_1,..,w_N valuse.
F= A - (w_1*A_1+w_2*A_2+....w_N*A_N)
Kindly please tell me with which matlab commands I can solve this problem?

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smabtahi
smabtahi
2012 年 2 月 28 日

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