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Subject: Newbie optimization problem
Date: Sun, 16 Mar 2008 03:46:42 +0000 (UTC)
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Hello,

I am completely new to MatLab, and I have never actually
taken  a class in linear algebra, either, so my question is
probably pretty elementary.  I can't find any examples that
I recognize as analogous to my problem, though, so I thought
I would ask here.

I have a system of two matrix-vector equations.  A is a
matrix with j rows and i columns, and B is A transposed. 
Both logK and C are vectors with j rows, and logC is the
vector log10(C).  logX and T are vectors with i rows.  Here
are the equations:

A*logX + logK = logC

B*C = T

A, B, and logK are given, as are certain elements in the
logX and T vectors (but not others).  The standard way of
solving this system is to rewrite the second equation as
B*C-T=Y, and optimize the non-fixed elements in logX and T
so that all the elements in Y are minimized.

I can actually do this just fine with the Solver in Excel by
telling it which cells to optimize, but of course it is
pretty slow. So anyway, can one of the solver functions in
MatLab handle this (I have the optimization toolbox,) and if
so, how do I set up the problem?

Thanks!

Barry