can anyone help me. I want to solve optimization problems with several quadratic constraints using the Cplexqcp function in Matlab environment. My problem is how to assimilate the matrix, vectors of the quadratic form of the constraints.
I am not sure there is a specific code that deals with optimization problems that have "quadratic constrains". In fact, there are some codes that can deal in general with "non-linear constraints" so you can use it for your specific case.
Also, what Richard Epenoy suggested contains some examples with quadratic constraints been used several times, so you can get what you exactly ask for.
In fact, the quadratic constraints are modeled via a unique matrix Q and a vector l in the documentation. I think that in case of multiple quadratic constraints you should use fmincon instead. Best
I am not sure there is a specific code that deals with optimization problems that have "quadratic constrains". In fact, there are some codes that can deal in general with "non-linear constraints" so you can use it for your specific case.
Also, what Richard Epenoy suggested contains some examples with quadratic constraints been used several times, so you can get what you exactly ask for.
thank you very much for your help and your suggestions are relevant. Indeed, I work on the multiobjective optimization nolinear programming, I want tu use a quadratical approximation of constraint functions in the trust region methods.