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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
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,

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

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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