quadratic term in the objective function

Question

Zicheng Cai 2019-10-1

评论： Zicheng Cai 2019-10-1

I was trying to use MATLAB to implement an MPC algorithm and have trouble describing the objective function.

Say I want to get a summation

, where Q is a weight matrix.

I want to use a matrix X in

. Each row represents the state of the system at a discrete time step and the dimension of the state is n.

I need a compact notation without indexing because I want to directly include it in a objective function in CVX.

Only thing I can come up with is to use trace(

). It should work as the diagonal elements of

) are exactly what I want. But I am wondering if there is a better way to formulate it, as the methond I used computes some prudct that I won't use.

Thank you.

Answer 1

Matt J 2019-10-1

编辑：Matt J 2019-10-1

sum(X.*(X*Q),2)

Zicheng Cai 2019-10-1

I want to get a scalar result with all entries summe up. sum(sum(X.*(X*Q),2) works. Thank you for the quick response.