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Solving compound linear optimization problem

조회 수: 3(최근 30일)
carlos g
carlos g 2019년 3월 29일
답변: Torsten 2019년 4월 1일
I would like to solve the following compound optimization problem in MATLAB:
min (Ax-a), min (Bx-b), min (Cx-c)
subject to Dx=d and x>=0, where a,b,c,d,A,B,C,D are given.
First of all, I don't know how to set up the above problem, should I write
min(Ax-a)^2+min(Bx-b)^2+min(Cx-c)^2, s.t. Dx=d and x>=0
Is this the best formulation of such problem? The second question is, should I use quadprog or are there other more suitable routines in MATLAB?


Catalytic 2019년 3월 29일
I've never heard of a compound optimization problem but maybe this will help

Torsten 2019년 4월 1일
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