Maximize L2 norm under linear constraints?

조회 수: 7(최근 30일)
Anver Hisham
Anver Hisham 2016년 9월 29일
댓글: Anver Hisham 2016년 9월 29일
I want to maximize L2 norm of a vector under some linear constraints. i.e,
max |x|^2
subject to Ax ≤ b
Could you please help me to find out a way to solve this in Matlab?


John D'Errico
John D'Errico 2016년 9월 29일
help quadprog
H = -eye(n,n)
  댓글 수: 1
Anver Hisham
Anver Hisham 2016년 9월 29일
@John D'Errico: I see quadprog solves only convex problems. I see my problem is non-convex, and also NP-hard.

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