Underdetermined optimization problem

조회 수: 12 (최근 30일)

smabtahi 2012년 2월 28일

Hello everyone

I have an optimization problem like this:

A = w_1*A_1+w_2*A_2+....w_N*A_N

where A is an p*q matrix A_1,..., A_N are also p*q matrixes w_1,....,w_N are some scaler numbers

the problem is that with assumed A and A_1,....,A_N, minimze error fuction and optimize the w_1,..,w_N valuse.

F= A - (w_1*A_1+w_2*A_2+....w_N*A_N)

Kindly please tell me with which matlab commands I can solve this problem?

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