Minimization of a function

Sultan (view profile)

on 26 Dec 2018
Latest activity Edited by Sultan

Sultan (view profile)

on 15 Jan 2019
Accepted Answer by Matt J

Matt J (view profile)

I have only two matrices A=[1,2 4; 2, 3, 4; 1, 2,3] and B=[1,2 4; 1, 2,3] in my hands. I want to solve the following problem.
where ,
such that
,
.
Once it is computed, then I can use ''for loop'' for computing min for all rows of A and then max.
Thanks for sparing time.

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Sultan

Sultan (view profile)

on 26 Dec 2018
Rik Wisselink yes. Since people are confused about the question so I have reframed here.
I am still waiting for a solution.
Can anyone provide the program please?
Thanks!
Image Analyst

Image Analyst (view profile)

on 26 Dec 2018
What is allowed to change? Lambda1 and lambda2? Is there some clever method you have heard of? Of course we could do it numerically with a simple brute force iteration over all possible values of lambda1 and lambda2. Would that be good enough?
Walter Roberson

Walter Roberson (view profile)

on 26 Dec 2018
We are not likely to give you complete code. If you show your code and your error message then we will help you debug.

Answer by Matt J

on 26 Dec 2018

See lsqlin.

on 15 Jan 2019
Edited by Sultan

Sultan (view profile)

on 15 Jan 2019

Is it correct code for the above problem? In place of λ, I have used x.
A = [1 2 4; 2 3 4; 1 2 3]; B = [1 2 4; 1 2 3]
%Given: A; B;
n = length(B);
C = B';
D = ones(1,n);
for i = 1:length(A)
cvx_begin
variable x(n)
minimize( norm(A(i,:)' - C*x, 2))
subject to
D * x == 1
0 <= x <= 1
cvx_end
optimalValue(i) = cvx_optval^2;
X(:,i) = x;
end
maximumValue = max(optimalValue);
We can also use lsqlin. Thanks everyone for helping me.