How to solve a revised quadratic program problem

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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.

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.

Matt J 2019 年 1 月 1 日

Wan-Yi Chiu's reply moved here:

Thank you very much.

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