How to write the objective function in Matlab?

Nonconvex
May 14, 2023
N

First time use CVX.Find it hard to write the objective function in Matlab.Too many errors made me worried.Is there any way to write it with no errors?In the function, L is constant, you can set it as 30.While Xi is variable, so there are 30 variables.

M

For L = 2, that is neither convex not concave, even if the x_i's are restricted to be nonnegative.

The objective function can be written in “MATLAB” (for example, using YALMIP)., but can’t be written in CVX.

N
Replying to #2

Yes, one of the constraints is Xi’s are all nonnegative.So this is a nonconvex problem?Can YALMIP solve this kind of problem?By the way, thank you for your reply and suggestion.

M

Is is neither convex nor concave, even if all the variables are nonnegative.

The objective function can be entered in CVX (and presuming the constraints also can be), either a local optimization solver, such as FMINCON can be used, or a global optimization solver, such as BARON or YALMIP’s own solver, BMIBNB can be used to attempt to solve to global optimality. I don’t know how difficult this problem will be to solve to global optimality to a small optimality gap tolerance using a global optimization solver when L = 30 (the constraints may also matter).

N
Replying to #4

Got it, thanks a lot for your help.