how I can solve linear programming with quadratic constraints and linear constraints?

조회 수: 7 (최근 30일)
how I can solve linear programming with quadratic constraints and linear constraints?

답변 (2개)

Torsten
Torsten 2017년 6월 9일
Use fmincon:
https://de.mathworks.com/help/optim/ug/linear-or-quadratic-problem-with-quadratic-constraints.html
Best wishes
Torsten.

Steve Grikschat
Steve Grikschat 2020년 9월 18일
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming, which can be used to solve quadratic constrained problems.
https://www.mathworks.com/help//optim/ug/convert-qp-to-socp.html
Function reference:
coupled with a function to make a second-order cone constraint
For an example see

카테고리

Help CenterFile Exchange에서 Quadratic Programming and Cone Programming에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by