maximizing multiple quadratic functions

2018 1 30
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更新时间：2018 1 31
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I have multiple quadratic functions that I need to maximize subject to linear constraints. How can I do that in matlab. The problem is like this: Maximize: x1^2 + x2^2+...+xn^2
y1^2+y2^2+...+yn^2
z1^2+z2^2+...+zn^2 ............... subject to: F(x1,x2,...,y1,y2,..., z1,z2,...)<=1
G(x1,x2,...,y1,y2,...,z1,z2,....)=0
Where F and G are linear functions.

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回答（1 个）

Matt J
Matt J 2018-1-30

0 个投票

Just call quadprog() multiple times.

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Maher
Maher 2018-1-30
I think quadprog() for convex functions and the functions here are nonconvex,but I can call fmincon. However how to call it multiple times? I write a loop, the variables are intermixing in the constraints function. Many thanks!
Matt J
Matt J 2018-1-30
编辑：Matt J 2018-1-30
You only have 3 objective functions. Just call it manually 3 times. No need for a loop.
Intermixing? They intermix in the objective function as well. Just assign zero coefficients to variables that don't participate in the objective function, e.g.,
objective = x1^2+x2^2 +0*y1^2 +0*y2^2
Maher
Maher 2018-1-30
Thank you!I'll do that and update you!
Matt J
Matt J 2018-1-30
You're welcome. If it solve the problem, though, please Accept-click the answer.
Maher
Maher 2018-1-31
unfortunately it didn't work.
Maher
Maher 2018-1-31
I didn't get a vector that attains a maximum value
Torsten
Torsten 2018-1-31
More details ? Code, e.g. ?

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Maher
Maher
2018-1-30

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Torsten
Torsten
2018-1-31

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