How to solve a revised quadratic program problem

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Wan-Yi Chiu
Wan-Yi Chiu 2018 年 12 月 31 日
コメント済み: Matt J 2019 年 1 月 1 日
I need helps for solving the following quadratic maximum problem.
The quadprog(H, f, A, b) command is designed for solving:
subject to Ax<b.
However, my problem is described as follows:
subject to , where L=(1,1,...1) is the ones vector and k is negative constant.
It is kind of you to offer me the codes or an idea.
Thank you very much.

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Matt J
Matt J 2018 年 12 月 31 日
編集済み: Matt J 2018 年 12 月 31 日
Use fmincon. Be careful as well of the non-differentiability of the function at x=0. You should introduce a constraint that keeps it away from there.
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Matt J
Matt J 2019 年 1 月 1 日
Wan-Yi Chiu's reply moved here:
Thank you very much.

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