Optimization Constraints
조회 수: 4 (최근 30일)
이전 댓글 표시
Hi
I want to find a solution of the following problem.
min 1/2 * x'*Q*x - f*x' s.t. sum(x) = 0 sum(abs(x)) = 1
I am using the function quadprog but i don't know how to give the second constraint the one with the absolute.
Is there a way to give such constraints in quadprog or fmincon or some other matlab optimization function??
Any help would be appreciated
Thanks George
댓글 수: 0
채택된 답변
추가 답변 (0개)
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!