Problem formulation with Quadprog

Hello,

I'm trying to solve the following problem :
Max D(x) = x'Vx - x'V*x

V and V* has no specific relationship.

Is it possible to solve this with Quadprog ?
If yes, how to implement ?

Regards,
Philippe

 

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Finding the maximum of x'Vx - x'V*x is the equivalent of finding the
minimum of x'(V*-V)x. I don't see what your problem is with regard to the
use of 'quadprog'. Is x a column vector and x' its conjugate transpose?
Are V and V* square arrays? Do you have any constraints to place on x?
(If not, the problem is either trivial or without a solution.)

Note: When using matlab, you need to use notation other than V* for your
second array. The latter conflicts with matlab's symbol for matrix
multiplication.

Roger Stafford