programming method penalty quadratic

1 次查看(过去 30 天)
min x^T Ax
Sum[i=1]xi = k, x € (0,1)^n
Consider the followi data:n=5,k=5, and the matrix A is given by
A=[3 4 6 7 8; 3 6 2 8 9; 1 5 8 3 9; 3 5 8 0 2; 2 2 2 2 2]
How can I programming method penalty quadratic.

回答(1 个)

Matt J
Matt J 2014-12-11
The problem you've shown has only 1 feasible solution x=[1 1 1 1 1], so no programming to do at all. More generally, you would use quadprog.
  1 个评论
John D'Errico
John D'Errico 2014-12-11
编辑:John D'Errico 2014-12-11
While Matt is correct, I would add that technically, there is no feasible solution at all, since the solution was supposed to lie in the OPEN 5-cube, (0,1)^n. Quadprog does not handle problems where the boundary is explicitly excluded. +1 anyway.

请先登录,再进行评论。

类别

Help CenterFile Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by