Maximize L2 norm under linear constraints?

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Anver Hisham
Anver Hisham on 29 Sep 2016
Commented: Anver Hisham on 29 Sep 2016
I want to maximize L2 norm of a vector under some linear constraints. i.e,
max |x|^2
subject to Ax ≤ b
Could you please help me to find out a way to solve this in Matlab?

Answers (1)

John D'Errico
John D'Errico on 29 Sep 2016
help quadprog
Use
H = -eye(n,n)
  1 Comment
Anver Hisham
Anver Hisham on 29 Sep 2016
@John D'Errico: I see quadprog solves only convex problems. I see my problem is non-convex, and also NP-hard.

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