Hello, I am trying to formulate QP in cvx, it is from the officical example, `` Exercise 4.3: Solve a simple QP with inequality constraints’’ . The code is as follows,
% From Boyd & Vandenberghe, “Convex Optimization”
% Joëlle Skaf - 09/26/05
%
% Solves the following QP with inequality constraints:
% minimize 1/2x’Px + q’*x + r
% s.t. -1 <= x_i <= 1 for i = 1,2,3
% Also shows that the given x_star is indeed optimal
% Generate data
P = [13 12 -2; 12 17 6; -2 6 12];
q = [-22; -14.5; 13];
r = 1;
n = 3;
x_star = [1;1/2;-1];
% Construct and solve the model
fprintf(1,‘Computing the optimal solution …’);
cvx_begin
variable x(n)
minimize ( (1/2)*quad_form(x,P) + q’*x + r)
x >= -1;
x <= 1;
cvx_end
fprintf(1,‘Done! \n’);
When I run it, the error prompted is ``The funtion ‘vec’ corresponding to input paramenters of type ‘double’ is not define ‘’.
I found that both the ‘cvx-funtion’ folder and ‘cvx-funtion-@cvx’ folder contained a ‘quad_form.m’ function. The ‘quad_form.m’ in ‘cvx_funtion’ was supposed to be called during runtime, but the ‘quad_form.m’ in ‘@cvx’ was called.
I don’t know how to solve it.
Thank You.