Rewriting equality or inequality constrains for fmincon or quadprog
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From: Jason on 20 May 2010 15:37 Dear All, I wanted to ask the following question. If I have a quadratic optimization problem of the type min(x) x' Q x Where Q is symmetric but indefinite (3x3) matrix, and x is column vector of length 3. Fmincon and quadprog could solve this. However if I wanted to constrain that the first to elements of x, i.e. x1 and x2 lie on a unit circle, in other words: x1^2+x2^2 = 1 Then how could I rewrite that constrain as either an equality constrain of the type Ax = b or an inequality constrain of the type Ax <= b. Is that even possible? The only other information about Q that I have, is that it has 2 positive and 1 negative eigenvalues. Best regards. |