Linear Program set up for this Optimization (linprog)

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david
david 2011-11-2
Hi everyone: I am new to Matlab and this forum. Hope can find an answer for this problem. I am trying to solve the optimization problem using linprog, but I have no idea how to set up the input matrices and constraint vectors. Please see below the problem.
Where E[Yi] will be known vector, Vi = 0.2, X0 and qk will be given. X and Xi are the vectors want to solve. Any help would be appreciated! Many thanks.
  2 个评论
Walter Roberson
Walter Roberson 2011-11-2
That was well done, to figure out how to embed the image. Relatively few people have found the technique for doing that.
Jake Bolanski
Jake Bolanski 2011-11-3
Can't you just put the link in 2 angular brackets? There is a link called "Markup Help" above where you post which explains it.

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回答（1 个）

Amith Kamath
Amith Kamath 2011-11-3
From whatever optimization problems I've solved in MATLAB, the easiest way to do it has always been using the package called cvx, distributed free from Prof. Boyd's lab at Stanford. Here is a link for that, and the user interface is much more intuitive than linprog:
http://cvxr.com/cvx/

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