Hi everyone,

I have an optimization problem with a quadratic objective function and quadratic constraint functions AND the problem is non-convex.

Is there any Matlab function which can do this? QUADPROG and FMINCON only allow linear constraints afaik. I also tried a solver by MOSEK (http://mosek.com/) but this only can deal with convex problems. Is there any tool/function for the non-convex case?

Thanks!
RenéHi everyone,

I have an optimization problem with a quadratic objective function and quadratic constraint functions AND the problem is non-convex.

Is there any Matlab function which can do this? QUADPROG and FMINCON only allow linear constraints afaik. I also tried a solver by MOSEK (http://mosek.com/) but this only can deal with convex problems. Is there any tool/function for the non-convex case?

Thanks!
René Hi everyone,

I have an optimization problem with a quadratic objective function and quadratic constraint functions AND the problem is non-convex.

Is there any Matlab function which can do this? QUADPROG and FMINCON only allow linear constraints afaik. I also tried a solver by MOSEK (http://mosek.com/) but this only can deal with convex problems. Is there any tool/function for the non-convex case?

Thanks!
René optimization, nonlinear, mathematics MATLAB Answers — New Questions

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