just like this problem, how to write it in cvx?

Hi Xiao,

You can initiate a Cost Function(myJ) before the CVX Loop as

myJ = [ ];

Then, in CVX you can use the following Quadratic Cost(as an example) Function that sums from 1 to N;

cvx_begin

for ix = 1 : N

myJ = myJ + X(:,ix)'*Q*X(:,ix) %Sum Symbol Cost function construction

end

subject to

.

.

.

minimize myJ

cvx_end

Hope it helps

Regards,

Burak

Thank you for your answer, it really helps.

Because my result isn’t right, so I can’t sure if I write my subject like that is true, could you give me some advice?

variables x11(N) x12(N) u11(N) u12(N) y1(N)

obj1=0;

for k=1:N

obj1=obj1+[x11(k);x12(k)]’*[2,0;0,2]*[x11(k);x12(k)]+[u11(k);u12(k)+y1(k)]’*[u11(k);u12(k)+y1(k)]+nu(k) y1(k)*[x12k;x12(1:end-1)]+Bp1(1,1)

end

minimize(obj1);

subject to

x11(1:end)==Ap1(1,1)[x11k;x11(1:end-1)]+Ap1(1,2)

*u11(1:end)+Bp1(1,2)*(u12(1:end)+y1(1:end));

x12(1:end)==Ap1(2,1)

*[x11k;x11(1:end-1)]+Ap1(2,2)*[x12k;x12(1:end-1)]+Bp1(2,1)

*u11(1:end)+Bp1(2,2)*(u12(1:end)+y1(1:end));

cvx_end

s1=cvx_optval

OK, I have solved it, thank u so much.

iskender9961 's proposed solution which includes

`myJ = [];`

would result in an empty objective, and therefore CVX would be solving a feasibility problem, i.e., returning any feasible solution.

I see in your solution you used

`obj1 = 0`

instead, i.e., initializing to 0 rather than []. So you have done that the right way. I haven’t checked the correctness of the rest of what you’ve done.