programming method penalty quadratic

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Biza Ferreira
Biza Ferreira 2014-12-11
编辑： John D'Errico 2014-12-11
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.

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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.
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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.

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