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EliminateConstraints 1.0

  Date Added: April 07, 2013  |  Visits: 175

EliminateConstraints

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function [C,d]=eliminateConstraints(A,b) eliminates variables from a problem with linear equality constraints to give an unconstrained problem. This is useful e.g. when solving a problem with linear constraints and a nonlinear objective or further nonlinear constraints; eliminating the linear constraints makes the problem easier.Where the original constrained problem has: - variable vector x (length n). - linear constraint A*x=b, where the matrix A and vector b are eliminateConstraints's arguments. And the final unconstrained problem has: - variable vector y (length p). - an x satisfying the original constraint can be generated by x=C*y+d, where the matrix C and vector d are returned by eliminateConstraints. Inputs: - A (an m*n matrix of real numbers) - b (a m*1 vector of real numbers) - C (an n*p matrix of real numbers) - d (a n*1 vector of real numbers)Hopefully, p

Requirements: No special requirements
Platforms: Matlab
Keyword: Author Aware Decompositions Functionality Larger Matlab Matrices
Users rating: 0/10

License: Shareware Size: 10 KB
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