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A question |
Date: |
Sat, 15 May 2004 02:18:39 -0500 |
Folks,
Is there anything in octave that would allow me to run this simple query?
Obj Fun = max (w' * m - .5 * B * w' * v * w)
s.t.
w => 0 and w <= 1 (for each element in the array)
Where B is a constant and w, w, and v are matrices.
All help or pointers are greatly appreciated.
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