I am trying to solve a quadratic optimization problem but quadprog keeps telling me that my problem is non-convex.
After several experiments, I found that the problem comes from the equation constraints matrix A, which is a 57250*57441 matrix.
For the following code,
[m, n] = size(A);
assert(m < n);
options = optimoptions(‘quadprog’,’Display’,’off’);
[Pwp,fval,exitflag,output] = quadprog(speye(n), zeros(n,1), [], [], A, zeros(m, 1), [], [], [], options);
obviously the solution should be the all-zero vector. But the output still said that this is a nonconvex problem.I am trying to solve a quadratic optimization problem but quadprog keeps telling me that my problem is non-convex.
After several experiments, I found that the problem comes from the equation constraints matrix A, which is a 57250*57441 matrix.
For the following code,
[m, n] = size(A);
assert(m < n);
options = optimoptions(‘quadprog’,’Display’,’off’);
[Pwp,fval,exitflag,output] = quadprog(speye(n), zeros(n,1), [], [], A, zeros(m, 1), [], [], [], options);
obviously the solution should be the all-zero vector. But the output still said that this is a nonconvex problem. I am trying to solve a quadratic optimization problem but quadprog keeps telling me that my problem is non-convex.
After several experiments, I found that the problem comes from the equation constraints matrix A, which is a 57250*57441 matrix.
For the following code,
[m, n] = size(A);
assert(m < n);
options = optimoptions(‘quadprog’,’Display’,’off’);
[Pwp,fval,exitflag,output] = quadprog(speye(n), zeros(n,1), [], [], A, zeros(m, 1), [], [], [], options);
obviously the solution should be the all-zero vector. But the output still said that this is a nonconvex problem. optimization MATLAB Answers — New Questions

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