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Oliver


Sequoia Capital

Active since 2011

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Discontinuous Objective Function - unable to use fmincon
Related to a previous question I asked on Optimization with a vector of penalty functions I need to minimise the objective f...

13 years ago | 1 answer | 0

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Optimization with a vector of penalty functions
I do not believe the quadprog route will work. The minimization I need to perform is over: \sum_{i=1}^N (a_i x_i^2 + b_i x...

13 years ago | 0

Question


Optimization with a vector of penalty functions
I'd be very grateful for any pointers on how to solve my optimization problem. I have 10 equality constraints to fulfill (bEq...

13 years ago | 2 answers | 0

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