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maximizing multiple quadratic functions

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Maher
Maher 2018-1-30
评论： Torsten 2018-1-31
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
Just call quadprog() multiple times.
  8 个评论
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Maher
Maher 2018-1-31
I didn't get a vector that attains a maximum value

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