Solve this minimization problem

2014 3 19
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Hi!
Could you please help me with the following minimization problem. First, we have:
If there would be no t on the right hand side of condition 3, then the problem could be solved by using linprog. Could you please tell me which function I have to use for this problem?
Thank you very much for your time and consideration!
Alex

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John D'Errico
John D'Errico 2014-3-19
编辑：John D'Errico 2014-3-19

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Nothing you have shown makes this a nonlinear problem. t is a unknown, as is the lambda vector. The only term with t in it has it multiplied by C^, a known constant.
The last time I checked (ok, it was algebra 0, so about 45 years ago), you can simply move the t term to the left hand side of that inequality.
Use linprog. WTP?

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Aleksandrs
Aleksandrs 2014-3-19
OK. Let's say I want to use linprog. Then without the third condition I would write:
f=zeros(h+1,1)
f(1)=f(1)+1
A=horzcat(zeros(3,1),vertcat(-q1,-q2,ones(1,h)))
b=[-q1hat,-q2hat,1]
linprog(f,A,b,,,zeros(h+1,1))
How should I change my code to include te third condition? Thanks.

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