Asked by chayma chaabani
on 2 Mar 2017

I am trying to minimize the following objective function obj(x) = 1 - x*T where x is a 1 dimensional variable and T is a matrix. I have two constraints :

1) x should be positive : x>0

2) The objective function should be positive : 1-x*T>0 so x should be smaller than the minimum of all the matrix inverse values x < min(1/T).

I am not really familiar with Matlab optimization tools and I don't know which Matlab optimization function is adequate for this problem. Would you please give me some recommendations and advice.

Thank you!

Answer by Matt J
on 2 Mar 2017

chayma chaabani
on 3 Mar 2017

Matt J
on 3 Mar 2017

The objective function should be strictly positive.

Then you have more work to do on the problem formulation, as there is currently nothing in what you've posed that ensures this.

Suppose T=ones(N). Then clearly the solution has to be x=1 and obj(x)=zeros(N). If this is not the solution for such a selection of T, then what is?

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