Formulating maximization problem subject to null-space constraint
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I have a maximization problem subjected to a null-space constraint in the form:
Q = max f(x);
subject to: Nullspace(P(x)*H') = 0 
Here, 'x' is the independent variable. 'P' is dependent on 'x' and is a matrix. 'H' is a constant matrix.
How can i formulate this optimization problem in MATLAB ? Using 'fmincon' it seems not possible because the equality constraint is a matrix.  
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  Bruno Luong
      
      
 2019년 7월 2일
        
      편집: Bruno Luong
      
      
 2019년 7월 2일
  
      FMINCON (or any optimizer) cannot solve this kind of problem, your asmmissible space is not close set, since the constraint can be written as abs(smallest eigen values) > 0.
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