How to set up the following optimisaiton witth quadprog?

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Maxwell Barton 2019-9-16

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编辑： Matt J 2019-9-16

Hi,

I want to set up the following minimum optimisation in quadprog but I am unsure on the notation required for H and f. The objective function is as below to minimise t, where A1, b1, A2 and b2 are constants.

Thanks in advance.

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Matt J 2019-9-16

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编辑：Matt J 2019-9-16

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You haven't shown any constraints. Are you sure you couldn't just use lscov?

If you do have constraints, I think lsqlin would be preferable to quadprog.

Vs1=sqrtm(V1);Vs2=sqrtm(V2);
x=lsqlin([Vs1*A1;Vs2*A2], [Vs1*b1;Vs2*b2],_____)

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Maxwell Barton 2019-9-16

My constraint is just bounds

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