MATLAB: Minimization problem in vector form containing unity conditions.

minimization

Question: What type of optimization function in MatLab should I use to solve the following minimization matrix problem?
I am trying to find the row vector V such that [[ (f – transpose(V) * R) ]] is minimized subject to:
transpose(V)*B = 0.
++++Variables:
  • f is a scalar which is known.
  • R is (8×1) row vector which is known
  • B is (8×1) row vector which is known
  • V is (8×1) row vector which is unknown and I want to find that.
+++++More Conditions:
  1. The value of the eight found entries in row vector V (8×1) should be between 0 and 1.
  2. The sum of the value of all eight entries of row vector V (8×1) should be unity (one).
Thanks, Matt

Best Answer

Use "linprog".
Best wishes
Torsten.
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