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二次规划

用二次目标和线性约束求解问题

在开始求解优化问题之前,您必须选择合适的方法:基于问题或基于求解器。有关详细信息,请参阅 首先选择基于问题或基于求解器的方法

对于基于问题的方法,请创建问题变量,然后用这些符号变量表示目标函数和约束。有关基于问题的求解步骤,请参阅Problem-Based Optimization Workflow。要求解生成的问题,请使用 solve

有关基于求解器的求解步骤,包括定义目标函数和约束,以及选择合适的求解器,请参阅基于求解器的优化问题设置。要求解生成的问题,请使用 quadprog

函数

全部展开

evaluateEvaluate optimization expression
infeasibilityConstraint violation at a point
optimproblemCreate optimization problem
optimvarCreate optimization variables
solveSolve optimization problem or equation problem
quadprogQuadratic programming

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.

Large Sparse Quadratic Program, Problem-Based

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

Bound-Constrained Quadratic Programming, Problem-Based

Example showing large-scale problem-based quadratic programming.

Quadratic Programming for Portfolio Optimization, Problem-Based

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

基于求解器的二次规划

Quadratic Minimization with Bound Constraints

Example of quadratic programming with bound constraints.

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.

Bound-Constrained Quadratic Programming, Solver-Based

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.

基于问题的算法

Problem-Based Optimization Algorithms

How the optimization functions and objects solve optimization problems.

Supported Operations on Optimization Variables and Expressions

Lists all available mathematical and indexing operations on optimization variables and expressions.

算法和选项

Quadratic Programming Algorithms

Minimizing a quadratic objective function in n dimensions with only linear and bound constraints.

优化选项参考

了解优化选项。