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Topic: Matrix function Optimization
Replies: 6   Last Post: Dec 25, 2013 8:29 AM

 Messages: [ Previous | Next ]
 Bruno Luong Posts: 9,822 Registered: 7/26/08
Re: Matrix function Optimization
Posted: Dec 24, 2013 3:24 AM

"Dahnial" wrote in message <l9bcfe\$78a\$1@newscl01ah.mathworks.com>...
> Hello!
> I have a problem about optimization for a matrix.
> let say
> C.A = F, where C is symmetric 2x2 matrix consisting variable c1 and c2, [c1 0; 0 c2]
> and F is just matrix consisting of constant numbers
>
> then i can say
> A=C^-1.F (yes, it is just an inverse matrix of C)
>
> here comes my problem:
> i want to find optimum value for C1 and C2 to minimize A (by optimization)
> the contraint for each C1 and C2 is, let say 0<C1<10
> and i have the initial value for c1 and c2
>

Optimization problem where variable is defined on an open interval (<) is usually incorrect stated, since there will be no solution.

Bruno

Date Subject Author
12/24/13 Dahnial
12/24/13 Bruno Luong
12/24/13 Dahnial
12/25/13 Bruno Luong
12/25/13 Dahnial
12/24/13 John D'Errico
12/24/13 Dahnial