Maximize L2 norm under linear constraints?

I want to maximize L2 norm of a vector under some linear constraints. i.e,
max |x|^2
subject to Ax ≤ b
Could you please help me to find out a way to solve this in Matlab?

Answers (1)

help quadprog
Use
H = -eye(n,n)

1 Comment

@John D'Errico: I see quadprog solves only convex problems. I see my problem is non-convex, and also NP-hard.

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Asked:

on 29 Sep 2016

Commented:

on 29 Sep 2016

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