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Topic: Preventing negative values in fmincon
Replies: 10   Last Post: May 28, 2008 12:03 PM

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Posts: 14
Registered: 2/19/08
Re: Preventing negative values in fmincon
Posted: May 23, 2008 11:17 AM
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Bruno and John, thanks for the tip.

If I understand you correctly, the following simple LP problem

Obj = a*X1 + a*X2 + a*X3
subject to: X1 + X2 + X3 =< b

would transform to

Obj = a*sqrt(X1^2) + b*sqrt(X2^2) + c*sqrt(X3^2)
subject to: sqrt(X1^2) + sqrt(X2^2) + sqrt(X3^2) =< b

Is this the basic idea?

Thanks a lot,

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