Optimizing a matrix variable
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I am trying to optimize a 336 by 2 matrix (called A) whose elements are used in another 336 by 1 matrix (called B) as variables. Here, the B matrix values are constrained. The issue i'm facing is that the 1st and 336th (final) values are constants, and the n+1 element of the B matrix depends on the nth values of the A as well as the B matrix itself and I can't find a suitable type of constrain. Also what kind of optimizing function can return a matrix as an output?
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Matt J
2020-6-14
Just about every optimizer in the Optimization Toolbox and the Global Optimization Toolbox can optimize over a matrix variable. However, we need to see a more detailed mathematical description of the problem to understand what difficulties you're having.
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2020-6-14
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