Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: fmincon + interior point algorithm + memory problems
Replies: 9   Last Post: Dec 5, 2012 1:00 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Matt J

Posts: 4,992
Registered: 11/28/09
Re: fmincon + interior point algorithm + memory problems
Posted: Dec 4, 2012 9:33 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

"Saad" wrote in message <k9ku6c$l3j$1@newscl01ah.mathworks.com>...
>
> Aeq = vertcat(ones(1,n),a') ;
> lb = zeros(n,1) ;
> H = eye(n) ;
> [w,fval, exitflag] = fmincon(@(x)norm(H*x-w0)^2,w0,[],[],Aeq,beq,lb,[],[],options);

================

You could use H=speye(n) instead of H=eye(n). Also, lsqnonneg or quadprog might be more efficient than fmincon.



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.