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

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Ahmed Galal
Ahmed Galal el 6 de Ag. de 2020
Comentada: Ahmed Galal el 8 de Ag. de 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
Matt J el 6 de Ag. de 2020
This looks like a direct application of lsqlin
https://www.mathworks.com/help/optim/ug/lsqlin.html

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