Quadratic programming with just one constraint

Question

1 个投票

Hi,

I have a quadratic programming problem which basically looks like

I am using quadprog: https://www.mathworks.com/help/optim/ug/quadprog.html#d123e128542

However, the equality restrictions there are only in the form

, and the programm demands the matrix

to be of full rank. The only constraint I want to impose is

, but I don't know how to do this, since apparently I would need as many linear constraints as the

. Is there a way around this?

2 个评论
显示无隐藏无

Matt J 2021-4-21

the programm demands the matrix to be of full rank.

No idea why you think so.

diego soler polo 2021-4-21

I tried defining $A_eq$ as ones(d) and $b_eq$ as N*ones(1,d) (d is the dimension of my space), so that every constraint equation would be a copy of the only restriction I want, and I got the following error message:

error: quadprog: equality constraint matrix must be full row rank

请先登录，再进行评论。

请先登录，再回答此问题。

Follow Question

Answer 1

Matt J 2021-4-21

编辑：Matt J 2021-4-21

在 MATLAB Online 中打开

0 个投票

We may have to be given your input matrices to reproduce the problem, but since ones(1,d) is full row rank, there shouldn't have been a problem, even if it were a requirement of quadprog. As you can see in the simple example below, no errors are thrown using Aeq=ones(1,d=4):

A=rand(4); A=A*A.'; %symmetrize
c=rand(4,1);
Aeq=ones(1,4); beq=4;
lb=c*0; ub=c*0+10;
quadprog(A,c,[],[],Aeq,beq,lb,ub)
Minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.
ans = 4×1
    0.0000
    0.0000
    3.4558
    0.5442

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

diego soler polo 2021-4-22

Thank you. Yes, that worked. I misunderstood the notation in the reference. It works just fine.

请先登录，再进行评论。

Quadratic programming with just one constraint

2 个评论
显示无隐藏无

采纳的回答

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

更多回答（0 个）

类别

产品

标签

Community Treasure Hunt

Quadratic programming with just one constraint

2 个评论 显示 无 隐藏 无

采纳的回答

1 个评论 显示 -1更早的评论 隐藏 -1更早的评论

更多回答（0 个）

类别

产品

标签

另请参阅

Community Treasure Hunt

2 个评论
显示无隐藏无

1 个评论
显示 -1更早的评论隐藏 -1更早的评论