fmincon to solve optimization involving matrices and norms
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Hello,
I am trying to tackle the following problem using fmincon
minimize (quad_form(x,L))
subject to
norm(B*x-bt,inf)./max(bt)<=1
where is the optimization variable and , and are known.
Any tip about how to code this into fmincon are really welcome.
Thanks.
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回答 (1 件)
Walter Roberson
2021 年 7 月 21 日
fmincon will receive x as a row vector. Transpose it inside your nonlinear constraint function so that you can do the matrix multiplication.
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