Matt J
Posts:
4,992
Registered:
11/28/09


Re: fmincon + interior point algorithm + memory problems
Posted:
Dec 5, 2012 1:00 PM


"Saad" wrote in message <k9n6rc$9q1$1@newscl01ah.mathworks.com>... > > You mentioned that the problem could be written in quadprog. In the optimization, fmincon(@(x)norm(H*xw0)^2,w0,[],[],Aeq,beq,lb,[],[],options) w0 is a constant. If possible could you please show me how I can rewrite the problem so that it could fit the quadprog function? Thanks so much ============
x.'*(H.'*H)*x/2  dot(H*w0, x)

