How to solve a revised quadratic program problem

I need helps for solving the following quadratic maximum problem.
The quadprog(H, f, A, b) command is designed for solving:
subject to Ax<b.
However, my problem is described as follows:
subject to , where L=(1,1,...1) is the ones vector and k is negative constant.
It is kind of you to offer me the codes or an idea.
Thank you very much.

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Matt J
Matt J 2018년 12월 31일
편집: Matt J 2018년 12월 31일

1 개 추천

Use fmincon. Be careful as well of the non-differentiability of the function at x=0. You should introduce a constraint that keeps it away from there.

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도움말 센터File Exchange에서 Quadratic Programming and Cone Programming에 대해 자세히 알아보기

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