Can I use quadprog when equality constraint matrix is not full rank?

Hello,

Would you please let me know if I can use quadprog function for solving my prblem with quadratic function and equality constraint in the case that equality constraint matrix is not full rank? Thank you very much. ~M

Answer 1

[Richard Brown]

If your equality constraint matrix is not full rank, then either your equality constraints are consistent, and dependent, or they are inconsistent.

If they are consistent, quadprog will automatically remove the appropriate number of dependent constraints.

If they are inconsistent, then quadprog will return inconsistent.

Answer 2

[Mati]

Thank you very much. my constraint matrix is not full rank because columns are not independent.

Can the problem be besolved in this case with MATLAN? Thank you.

[Richard Brown]

If your columns were independent, then your equality constraints would uniquely determine the solution, and it would cease to be an optimisation problem. So you should *expect* your columns to be dependent.

In short yes, you can solve it -- see answer above.