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Eg 5

This document defines a diagonal matrix A with entries 10, 12, 13, a scalar b equal to 10, and a vector p with entries 4, 5, 6. It then uses CVX to solve a convex optimization problem that minimizes the inner product of x and p, subjects x to the constraints that x'Ax is less than b, the sum of the entries of x is 1, and each entry of x is greater than or equal to 0.

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26 views1 page

Eg 5

This document defines a diagonal matrix A with entries 10, 12, 13, a scalar b equal to 10, and a vector p with entries 4, 5, 6. It then uses CVX to solve a convex optimization problem that minimizes the inner product of x and p, subjects x to the constraints that x'Ax is less than b, the sum of the entries of x is 1, and each entry of x is greater than or equal to 0.

Uploaded by

monicaedu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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A = diag([10,12,13]);

b = 10;
p = [4;5;6];
cvx_begin
variables x(3)
minimize (x'*p)
x'*A*x < b
sum(x) == 1
x >= 0
cvx_end

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