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Defining constraints in the Quadratic Programming

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Philipp Siebel
Philipp Siebel on 14 Jan 2020
Answered: Matt J on 14 Jan 2020
Hi,
I have a question to the quadprog command of matlab. Is it possible to declare single constraints?? For example I have x1,x2,x3 and I know the value of the x1 and x3. Now, I need the optimal value for the x2.
Thanks ahead,
Philipp

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Answers (2)

Alan Weiss
Alan Weiss on 14 Jan 2020
You can try setting equal upper and lower bounds for those variables. For example,
lb = [3, -inf,5];
ub = [3,inf,5];
sets x(1) = 3 and x(3) = 5, while leaving x(2) unconstrained.
Of course, it might be even better to just reformulate your problem to have fewer variables, but I know that is sometimes difficult.
Alan Weiss
MATLAB mathematical toolbox documentation

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Matt J
Matt J on 14 Jan 2020
If you have a quadratic function of only 1 unknown variable, it should be possible to find the minimum analytically - no iterative optimization required.

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