Solve this minimization problem
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Hi!
Could you please help me with the following minimization problem. First, we have:
If there would be no t on the right hand side of condition 3, then the problem could be solved by using linprog. Could you please tell me which function I have to use for this problem?
Thank you very much for your time and consideration!
Alex
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John D'Errico
on 19 Mar 2014
Edited: John D'Errico
on 19 Mar 2014
Nothing you have shown makes this a nonlinear problem. t is a unknown, as is the lambda vector. The only term with t in it has it multiplied by C^, a known constant.
The last time I checked (ok, it was algebra 0, so about 45 years ago), you can simply move the t term to the left hand side of that inequality.
Use linprog. WTP?
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