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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
。
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.
Quadratic Minimization with Bound Constraints
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.
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.
Code Generation for quadprog Background
Prerequisites to generate C code for quadratic optimization.
Learn the basics of code generation for the quadprog
optimization solver.
Optimization Code Generation for Real-Time Applications
Explore techniques for handling real-time requirements in generated code.
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.