CVX Optimization Problem Plz Help >_<

I have a problem to use CVX optimization, May I know how to convert the following question to CVX? The Questions as follow:

minimize ∑i=1 to M (Pi)^2, for example if M=3, (P1)^2+(P2)^2+(P3)^3, Pi is the variable which I want to optimize

3 Constraint: 1. ∑i=1 to M Pi=1

          2. ∑i=1 to M  Pi*a*Ei<=b , where a,b are constant, Ei are also array of constant
          3. 0<=Pi<=1,  i=1,....M

Btw, is it possible that I get the optimized result Pi, after code of cvx_end, cuz I need the optimized Pi value to continue calculating in Matlab Thanks for teaching

Ps I want to get back all Pi, such as P1,P2,P3 values which cause the minimized value of ∑i=1 to M (Pi)^2. Is there any way to do that since the cvx only display as following: "Status: Solved Optimal value (cvx_optval): +0.2"

[Jan]

Please explain the term "CVX". It is not efficient if you let the readers of your question have to ask Google at first, before they can reconsider, what you are talking of. Thanks.

Answer 1

[Alan Weiss]

It is possible that you have a quadratic programming problem. If so, look at the quadratic programming documentation, and particularly the quadprog function reference page.

If I misunderstand you, then perhaps what you need is fmincon.

Alan Weiss

MATLAB mathematical toolbox documentation