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Sultan
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Minimization of a function

Asked by Sultan
on 26 Dec 2018
Latest activity Edited by Sultan
on 15 Jan 2019
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
,
.
Please help me in providing the complete program.
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
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
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?
We are not likely to give you complete code. If you show your code and your error message then we will help you debug.

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2 Answers

Matt J
Answer by Matt J
on 26 Dec 2018
 Accepted Answer

See lsqlin.

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Answer by Sultan
on 15 Jan 2019
Edited by Sultan
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;
%A = load('matrixA');
%B = load('matrixB');
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.

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