Minimization of a function

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Sultan
Sultan 2018-12-26
编辑： Sultan 2019-1-15
I have only two matrices A=[1,2 4; 2, 3, 4; 1, 2,3] and B=[1,2 4; 1, 2,3] in my hands. I want to solve the following problem.
where ,
such that
,
.
Please help me in providing the complete program.
Once it is computed, then I can use ''for loop'' for computing min for all rows of A and then max.
Thanks for sparing time.
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Image Analyst
Image Analyst 2018-12-26
What is allowed to change? Lambda1 and lambda2? Is there some clever method you have heard of? Of course we could do it numerically with a simple brute force iteration over all possible values of lambda1 and lambda2. Would that be good enough?
Walter Roberson
Walter Roberson 2018-12-26
We are not likely to give you complete code. If you show your code and your error message then we will help you debug.

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采纳的回答

Matt J
Matt J 2018-12-26
See lsqlin.

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Sultan
Sultan 2019-1-15
编辑：Sultan 2019-1-15
Is it correct code for the above problem? In place of λ, I have used x.
A = [1 2 4; 2 3 4; 1 2 3]; B = [1 2 4; 1 2 3]
%Given: A; B;
%A = load('matrixA');
%B = load('matrixB');
n = length(B);
C = B';
D = ones(1,n);
for i = 1:length(A)
cvx_begin
variable x(n)
minimize( norm(A(i,:)' - C*x, 2))
subject to
D * x == 1
0 <= x <= 1
cvx_end
optimalValue(i) = cvx_optval^2;
X(:,i) = x;
end
maximumValue = max(optimalValue);
We can also use lsqlin. Thanks everyone for helping me.

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