What optimization method can be used to solve the following optimization problem?

Dear All,

I am trying to find the right method to solve the following optimization problem:

are given scalar constants.

Each is given. There are n of them: let's say Z is a vector of n elements.

Each is given. There are n of them: let's say C is a vector of n elements.

are also elements of corresponding vectors of n elements.

It would be great to see similar example or any ideas to tutorials.

Thanks

Answer 1

[Matt J]

linprog would be appropriate. You could also use the problem-based framework to set up the problem.

https://www.mathworks.com/help/optim/ug/problem-based-workflow.html

[Arseniy Sleptsov]

Thanks, Matt.

I managed to fit to the linprog the problem.

I have another question: what if in I have two variables and (let's say one of them is integer)?

I saw MINLP, but there was no such problem solved.