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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

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Matt J

Posts: 4,988
Registered: 11/28/09
Re: fmincon + interior point algorithm + memory problems
Posted: Dec 5, 2012 1:00 PM
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"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*x-w0)^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)



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