Optimization Problem Implementation Help Needed:

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Shuva Paul on 24 Sep 2017

Commented: Walter Roberson on 25 Sep 2017

Hello, I am trying to implement an optimization problem using matlab. The problem is attached below:

Here y' is having a dimension of 1×m, w is having a dimension of n×1 and A is having a dimension of m×n. Any hints how to implement this problem?

Any kind of help will be appreciated.

Thanks in advance

Walter Roberson on 25 Sep 2017

fminmax perhaps.

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