optimwarmstart
说明
示例
为 quadprog 创建一个默认的热启动对象。
x0 = [1 3 5]; options = optimoptions('quadprog','Algorithm','active-set'); ws = optimwarmstart(x0,options)
ws =
QuadprogWarmStart with properties:
X: [3×1 double]
Options: [1×1 optim.options.Quadprog]
Code generation limitations创建一个 lsqlin 热启动对象，用于具有内存限制的代码生成。
x0 = [1 3 5]; options = optimoptions('lsqlin','Algorithm','active-set'); ws = optimwarmstart(x0,options,... 'MaxLinearEqualities',30,... 'MaxLinearInequalities',5)
点击 Code generation limitations 链接来查看内存设置。
MaxLinearEqualities: 30 MaxLinearInequalities: 5
要加速后续的 quadprog 调用，请创建一个热启动对象。
options = optimoptions('quadprog','Algorithm','active-set'); x0 = [1 2 3]; ws = optimwarmstart(x0,options);
使用 ws 求解二次规划。
H = [1,-1,1
-1,2,-2
1,-2,4];
f = [-7;-12;-15];
A = [1,1,1];
b = 3;
lb = zeros(3,1);
tic
[ws,fval,exitflag,output,lambda] = quadprog(H,f,A,b,[],[],lb,[],ws);Minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. <stopping criteria details>
toc
Elapsed time is 0.060411 seconds.
更改目标函数，重新求解问题。
f = [-10;-15;-20]; tic [ws,fval,exitflag,output,lambda] = quadprog(H,f,A,b,[],[],lb,[],ws);
Minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. <stopping criteria details>
toc
Elapsed time is 0.010756 seconds.
输入参数
名称-值参数
输出参量
算法
热启动对象维护先前已求解问题的活动约束列表。求解器将尽可能多地携带活动约束信息来求解当前问题。如果前一个问题与当前问题差异太大，则不会重用任何活动约束集信息。在这种情况下，求解器实际上执行冷启动，以重新构建活动约束列表。
