How to use linear and quadratic programming to optimize w to solve the following problem

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Ahmed Galal on 6 Aug 2020

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Commented: Ahmed Galal on 8 Aug 2020

How to use linear and quadratic programming to optimize w to solve the following problem

Minimize ‖-(r0+R1 w)‖

Subject to γ^T c0+γ^T C1 w≤cm

R1 ,C1 are matrices;

w ,r0 ,c0 ,cm are vectors;

γ^T is a constant matrix

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Matt J on 6 Aug 2020

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https://www.mathworks.com/matlabcentral/answers/576148-how-to-use-linear-and-quadratic-programming-to-optimize-w-to-solve-the-following-problem#answer_476200

This looks like a direct application of lsqlin

https://www.mathworks.com/help/optim/ug/lsqlin.html

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Ahmed Galal on 8 Aug 2020

Thank you

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