convex function with constant Hessian

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MUNKHBOLOR BAIGALI
MUNKHBOLOR BAIGALI 2020-12-11
回答： Alan Weiss 2020-12-13
Hello. I have a problem.
Consider the convex function with constant Hessian. How to solve it in Matlab?
what is Matlab code, to convex function?
AND I don't know constant Hessian. Please explain to me
  1 个评论
Bruno Luong
Bruno Luong 2020-12-11
编辑：Bruno Luong 2020-12-11
Solve what? Nothng to solve here.
Such function is called quadratic form. In 1D it's all parabola.
It's also a 2nd order Taylor expansion of any function.

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回答（1 个）

Alan Weiss
Alan Weiss 2020-12-13
Perhaps you are looking for quadprog from Optimization Toolbox™.
Alan Weiss
MATLAB mathematical toolbox documentation

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