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: Optimization Quadratic Programming
Replies: 1   Last Post: Jan 3, 2014 7:32 AM

Advanced Search

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

Posts: 5
Registered: 12/24/13
Optimization Quadratic Programming
Posted: Jan 2, 2014 6:23 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi,

i have a function let say f= 2*x1*x2 + x1^2 - x1 - 2*x2 + ..............

(note that the function can not be displayed by matlab because it is the result of inverse matrix, and it is very, very long so matlab can not display it)

i want to optimize f so it tends to zero (minimize) with some constraint

since it is quadratic i can use quadprog in matlab optimization toolbox
[x,fval] = quadprog(H,f,A,b,Aeq,beq,lb,ub)

but however, there comes my problem. if i use this function, i need to specify H matrix (hessian of the function) and f matrix. of course it will be a problem, since my function is very long enough that even matlab can not display it.

Do you have suggestion for me to do the optimization?
thanks
best regards
Dahnial S



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.