Optimization Constraints
2 views (last 30 days)
Show older comments
Hi
I want to find a solution of the following problem.
min 1/2 * x'*Q*x - f*x' s.t. sum(x) = 0 sum(abs(x)) = 1
I am using the function quadprog but i don't know how to give the second constraint the one with the absolute.
Is there a way to give such constraints in quadprog or fmincon or some other matlab optimization function??
Any help would be appreciated
Thanks George
0 Comments
Accepted Answer
More Answers (0)
See Also
Categories
Find more on Quadratic Programming and Cone Programming in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!