Clear Filters
Clear Filters

quadratic term in the objective function

2 views (last 30 days)
I was trying to use MATLAB to implement an MPC algorithm and have trouble describing the objective function.
Say I want to get a summation , where Q is a weight matrix.
I want to use a matrix X in . Each row represents the state of the system at a discrete time step and the dimension of the state is n.
I need a compact notation without indexing because I want to directly include it in a objective function in CVX.
Only thing I can come up with is to use trace(). It should work as the diagonal elements of ) are exactly what I want. But I am wondering if there is a better way to formulate it, as the methond I used computes some prudct that I won't use.
Thank you.

Accepted Answer

Matt J
Matt J on 1 Oct 2019
Edited: Matt J on 1 Oct 2019
sum(X.*(X*Q),2)
  1 Comment
Zicheng Cai
Zicheng Cai on 1 Oct 2019
I want to get a scalar result with all entries summe up. sum(sum(X.*(X*Q),2) works. Thank you for the quick response.

Sign in to comment.

More Answers (0)

Categories

Find more on Get Started with Optimization Toolbox in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!