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Re: Optimization Quadratic Programming
Posted:
Jan 3, 2014 7:32 AM


On 1/2/2014 6:23 PM, Dahnial wrote: > 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
I guess the question is how do you have the function f defined in MATLAB? If you have it as a symbolic expression, you can use the 'hessian' function to extract the H matrix. If you have it some other way, let us know and maybe we can come up with an idea.
Alan Weiss MATLAB mathematical toolbox documentation



