Matlab - quadprog - Variable values zero or larger than particular value -
i trying use quadprog in matlab solve quadratic problem particular constraints. here they:
1.) x has weights vector, sum of x has 1. includes constraint, values of x have interval <0,1>
2.) x * vector1 = particular value. (vector1 known)
everything works great , setting constraints wasn't hard.... vector x contains approximately 6000 variables. makes values of of variables less 10^-4. make them 0 or higher value (for example 0.01). possible? if extract 20 biggest values , make new weight vector depending on sum of values result of quadprog, second constraint not satisfied anymore. minimum of 1/2*xhx totally bad. there other way need?
thanks lot :)
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