convex function with constant Hessian

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MUNKHBOLOR BAIGALI 2020년 12월 11일

답변: Alan Weiss 2020년 12월 13일

Hello. I have a problem.

Consider the convex function with constant Hessian. How to solve it in Matlab?

what is Matlab code, to convex function?

AND I don't know constant Hessian. Please explain to me

Bruno Luong 2020년 12월 11일

편집: Bruno Luong 2020년 12월 11일

Solve what? Nothng to solve here.

Such function is called quadratic form. In 1D it's all parabola.

It's also a 2nd order Taylor expansion of any function.

Alan Weiss 2020년 12월 13일

Perhaps you are looking for quadprog from Optimization Toolbox™.

Alan Weiss

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