Maximize L2 norm under linear constraints?

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Anver Hisham
Anver Hisham 2016-9-29
评论： Anver Hisham 2016-9-29
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?

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回答（1 个）

John D'Errico
John D'Errico 2016-9-29
help quadprog
Use
H = -eye(n,n)
  1 个评论
Anver Hisham
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.

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