quadratic optimization
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hi, does anyone know any optimization tool like cvx but for quadratic optimization istead of convex? something as simple as cvx... I know that MINOS may work at what i want but i would like something simplier. please any idea????
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Lea
2023-11-17
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As for modeling tools, you could try the Problem-Based Optimization Workflow: https://www.mathworks.com/help/optim/ug/problem-based-workflow.html, which would automatically pick a solver.
You can also use the quadprog solver directly: https://www.mathworks.com/help/optim/ug/quadprog.html
If the problem is a convex quadratic optimization problem you could also try to formulate it as a conic problem for coneprog, see https://www.mathworks.com/help/optim/ug/coneprog.html.
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