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A question


From: address@hidden
Subject: 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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