title: Matlab Quadprog Constraint
body: <p>I am trying to use quadprog in matlab.
  The variable is a matrix X.
  My problem has a linear constraint saying diag(AX)&lt;= b, where A is a matrix and b is a vector.
  However, since quadprog only accepts vector variables, the inequality constraint above should be reformulated in vector form. But I do not know how.
  Can you help me to do so?
  Thanks.</p>