Optimization problem solution with state space system as the constraint

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Hello everyone, I want to solve an optimization problem with quadratic cost function and the constraints are a difference equation representing a system in state space form. Can someone please guide me how to implement this for solution in matlab. Thank you.

回答(1 个)

Ziyang Zhang
Ziyang Zhang 2019-8-26
hello, did you have the solution? I am facing with the same problem.

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