MATLAB Answers

Global optimization in MATLAB

1 view (last 30 days)
rihab on 4 Dec 2015
Commented: rihab on 8 Dec 2015
I have to find x that minimizes:
sigma{k}(x'*A_k*x - b_k)^2
where A_k are 4 x 4 positive definite matrices (A_1, A_2,...A_k), x is 4 x 1 vector and b_k are scalars (b_1,b_2,...b_k). Is there a function to solve this OP in MATLAB such that x will always be a global minimum? I would highly appreciate suggestions.
rihab on 8 Dec 2015
I appreciate your suggestion. Thanks!

Sign in to comment.

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!