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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



