二次规划和锥规划

函数

 evaluate 计算优化表达式 infeasibility 一个点处的约束违反度 optimproblem 创建优化问题 optimvar 创建优化变量 solve 求解优化问题或方程问题
 coneprog Second-order cone programming solver optimwarmstart Create warm start object quadprog 二次规划 secondordercone Create second-order cone constraint

实时编辑器任务

 优化 在实时编辑器中优化或求解方程

对象

 SecondOrderConeConstraint Second-order cone constraint object

主题

基于问题的二次规划

Quadratic Programming with Bound Constraints: Problem-Based

Shows how to solve a problem-based quadratic programming problem with bound constraints using different algorithms.

Shows how to solve a large sparse quadratic program using the problem-based approach.

Example showing large-scale problem-based quadratic programming.

基于求解器的二次规划

Example of quadratic programming with bound constraints and various options.

Quadratic Programming with Many Linear Constraints

This example shows the benefit of the active-set algorithm on problems with many linear constraints.

Shows that warm start can be effective in a large quadratic program.

Warm Start Best Practices

Describes how best to use warm start for speeding repeated solutions.

Quadratic Minimization with Dense, Structured Hessian

Example showing how to save memory in a structured quadratic program.

Large Sparse Quadratic Program with Interior Point Algorithm

Example showing how to save memory in a quadratic program by using a sparse quadratic matrix.

Example showing solver-based large-scale quadratic programming.

Quadratic Programming for Portfolio Optimization Problems, Solver-Based

Example showing solver-based quadratic programming on a basic portfolio model.

基于问题的二阶锥规划

Minimize Energy of Piecewise Linear Mass-Spring System Using Cone Programming, Problem-Based

Presents a problem-based example of cone programming.

Compare Speeds of coneprog Algorithms

This section gives timing information for a sequence of cone programming problems using various LinearSolver option settings.

Write Constraints for Problem-Based Cone Programming

Requirements for solve to use coneprog for problem solution.

基于求解器的二阶锥规划

Minimize Energy of Piecewise Linear Mass-Spring System Using Cone Programming, Solver-Based

Solve a mechanical mass-spring problem using cone programming.

Convert Quadratic Constraints to Second-Order Cone Constraints

Convert quadratic constraints into coneprog form.

Convert Quadratic Programming Problem to Second-Order Cone Program

Convert a quadratic programming problem to a second-order cone problem.

代码生成

Prerequisites to generate C code for quadratic optimization.

Learn the basics of code generation for the quadprog optimization solver.

Warm Start Best Practices

Describes how best to use warm start for speeding repeated solutions.

Optimization Code Generation for Real-Time Applications

Explore techniques for handling real-time requirements in generated code.

基于问题的算法

Write Constraints for Problem-Based Cone Programming

Requirements for solve to use coneprog for problem solution.

Supported Operations for Optimization Variables and Expressions

Explore the supported mathematical and indexing operations for optimization variables and expressions.

算法和选项

Second-Order Cone Programming Algorithm

Description of the underlying algorithm.