How to set up the following optimisaiton witth quadprog?

Hi,

I want to set up the following minimum optimisation in quadprog but I am unsure on the notation required for H and f. The objective function is as below to minimise t, where A1, b1, A2 and b2 are constants.

Thanks in advance.

Answer 1

[Matt J]

You haven't shown any constraints. Are you sure you couldn't just use lscov?

If you do have constraints, I think lsqlin would be preferable to quadprog.

Vs1=sqrtm(V1);Vs2=sqrtm(V2);

x=lsqlin([Vs1*A1;Vs2*A2], [Vs1*b1;Vs2*b2],_____)

[Maxwell Barton]

My constraint is just bounds