fmincon to solve optimization involving matrices and norms

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Perry Mason
Perry Mason on 21 Jul 2021
Commented: Perry Mason on 21 Jul 2021
I am trying to tackle the following problem using fmincon
minimize (quad_form(x,L))
subject to
where is the optimization variable and , and are known.
Any tip about how to code this into fmincon are really welcome.

Answers (1)

Walter Roberson
Walter Roberson on 21 Jul 2021
fmincon will receive x as a row vector. Transpose it inside your nonlinear constraint function so that you can do the matrix multiplication.
  1 Comment
Perry Mason
Perry Mason on 21 Jul 2021
Thanks for the answer.
I guess this is it how I tried, but it doesnt work.
Could you please write the matlab code I should write?
(Sorry , I am pretty new at this optimization toolbox)

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