matrix inequations and optimization
in [Matlab]
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From: SARVANI NADIMINTY on 23 Mar 2010 11:04 how can i perform optimization using matrix inequations where the expression in the inequation involves lots of variables and operations on those variables....??For example: Consider a matrix M= [A*3 B*4 C*(2+ i )] [D*(6+i) E*5 F*(6) ] [G*7 H*6 K*9 ] It s a 3x3 matrix and now i have to perform an operation like the following... inverse( M*transpose(M)) and this operation is subject to a constraint. How can i perform such operations using MATLAB..?.please help me out.
From: Matt J on 23 Mar 2010 11:11 "SARVANI NADIMINTY" <sarvani_nadi(a)yahoo.co.in> wrote in message <hoako0$2gv$1(a)fred.mathworks.com>... > how can i perform optimization using matrix inequations where the expression in the inequation involves lots of variables and operations on those variables....??For example: > Consider a matrix M= [A*3 B*4 C*(2+ i )] > [D*(6+i) E*5 F*(6) ] > [G*7 H*6 K*9 ] > It s a 3x3 matrix and now i have to perform an operation like the following... > inverse( M*transpose(M)) > and this operation is subject to a constraint. How can i perform such operations using MATLAB..?.please help me out ================== Your example doesn't give an optimality criterion, nor do I see any inequalities in there. Regardless, take a look at FMINCON from the Optimization Toolbox http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/fmincon.html
From: SARVANI NADIMINTY on 24 Mar 2010 06:29 "Matt J " <mattjacREMOVE(a)THISieee.spam> wrote in message <hoalmp$k7q$1(a)fred.mathworks.com>... > "SARVANI NADIMINTY" <sarvani_nadi(a)yahoo.co.in> wrote in message <hoako0$2gv$1(a)fred.mathworks.com>... > > how can i perform optimization using matrix inequations where the expression in the inequation involves lots of variables and operations on those variables....??For example: > > Consider a matrix M= [A*3 B*4 C*(2+ i )] > > [D*(6+i) E*5 F*(6) ] > > [G*7 H*6 K*9 ] > > It s a 3x3 matrix and now i have to perform an operation like the following... > > inverse( M*transpose(M)) > > and this operation is subject to a constraint. How can i perform such operations using MATLAB..?.please help me out > ================== > > Your example doesn't give an optimality criterion, nor do I see any inequalities in there. > Regardless, take a look at FMINCON from the Optimization Toolbox > > http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/fmincon.html Thank you... I should minimize another function subjecting this matrix operation to a constraint . . I had a doubt abt how to use variables in matrix operation in matlab.. Thanks a lot for helping me.
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