fmincon to solve optimization involving matrices and norms

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Perry Mason
Perry Mason 2021-7-21
评论： Perry Mason 2021-7-21
Hello,
I am trying to tackle the following problem using fmincon
minimize (quad_form(x,L))
subject to
norm(B*x-bt,inf)./max(bt)<=1
where is the optimization variable and , and are known.
Any tip about how to code this into fmincon are really welcome.
Thanks.

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回答（1 个）

Walter Roberson
Walter Roberson 2021-7-21
fmincon will receive x as a row vector. Transpose it inside your nonlinear constraint function so that you can do the matrix multiplication.
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Perry Mason
Perry Mason 2021-7-21
Thanks for the answer.
I guess this is it how I tried, but it doesnt work.
Could you please write the matlab code I should write?
Thanks!
(Sorry , I am pretty new at this optimization toolbox)

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