I have an equality constraint that needs to be formulated into fmincon.
v'*Mp*v - v'*Mn*v - Pf = 0.
where Pf is a scalar variable, v is a variable vector, Mp and Mn are symmetric positive semi-definite matrices but -v'*Mn*v is a concave function. As a result, formulating the above equation as it is isn't working.
How do I formulate this constraint in MATLAB for fmincon?