Maximize L2 norm under linear constraints?

2016 9 29

1 个回答

12 次查看（30 天）

0 个投票

I want to maximize L2 norm of a vector under some linear constraints. i.e,

          max |x|^2
  subject to Ax ≤ b

Could you please help me to find out a way to solve this in Matlab?

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

John D'Errico 2016-9-29

0 个投票

help quadprog

Use

H = -eye(n,n)

Anver Hisham 2016-9-29

@John D'Errico: I see quadprog solves only convex problems. I see my problem is non-convex, and also NP-hard.

在帮助中心和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

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

Translated by