minimization problem in vector form containing unity conditions.

Question: What type of optimization function in MatLab should I use to solve the following minimization matrix problem?

I am trying to find the row vector V such that [[ (f – transpose(V) * R) ]] is minimized subject to:

transpose(V)*B = 0.

++++Variables:

• f is a scalar which is known.
• R is (8x1) row vector which is known
• B is (8x1) row vector which is known
• V is (8x1) row vector which is unknown and I want to find that.

+++++More Conditions:

1. The value of the eight found entries in row vector V (8x1) should be between 0 and 1.
2. The sum of the value of all eight entries of row vector V (8x1) should be unity (one).

Thanks, Matt

Answer 1

[Torsten]

Use "linprog".

Best wishes

Torsten.