minimize||(R+S'QS)K + S'QT||
1 次查看(过去 30 天)
显示 更早的评论
minimize||(R+S'QS)K + S'QT|| ,where Q & R matrices are diagonal matrix whose values to be determined such that it will minimize the value of the given expression.
0 个评论
采纳的回答
Johan Löfberg
2016-8-10
编辑:Johan Löfberg
2016-8-10
You haven't defined which norm you want to use. As you've tagged it with YALMIP, this is the YALMIP code for, e.g., 2-norm.
Q = diag(sdpvar(n,1));
R = diag(sdpvar(n,1));
optimize([],norm((R+S'*Q*S)*K + S'*Q*T,2))
The Frobenious norm ('fro') can be solved analytically if you want, as it is a simple quadratic expression
0 个评论
更多回答(1 个)
Torsten
2016-8-9
Maybe "quadprog", maybe "fmincon".
See which solver best fits your needs.
Best wishes
Torsten.
0 个评论
另请参阅
类别
在 Help Center 和 File 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!