Convex quadratic problem on two variables
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Hello there,
Which function should I use for the following problem? I believe none of the built-in optimization functions gets two variables.
where 
and 
are given vectors and SPD matrices of appropriate sizes.
and are given vectors and SPD matrices of appropriate sizes.Many thanks to you
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fminimax.
min_d max_j (g_j^t*d + 0.5*d^t*B_j*d)
And the solution variables have to be put in one vector x that can comprise as many variables as fit in your RAM (thus not only two).
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