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convex function with constant Hessian

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MUNKHBOLOR BAIGALI
MUNKHBOLOR BAIGALI on 11 Dec 2020
Answered: Alan Weiss on 13 Dec 2020
Hello. I have a problem.
Consider the convex function with constant Hessian. How to solve it in Matlab?
what is Matlab code, to convex function?
AND I don't know constant Hessian. Please explain to me

  1 Comment

Bruno Luong
Bruno Luong on 11 Dec 2020
Solve what? Nothng to solve here.
Such function is called quadratic form. In 1D it's all parabola.
It's also a 2nd order Taylor expansion of any function.

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Answers (1)

Alan Weiss
Alan Weiss on 13 Dec 2020
Perhaps you are looking for quadprog from Optimization Toolbox™.
Alan Weiss
MATLAB mathematical toolbox documentation

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