Matlab code for Hildreth Program?

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baruch
baruch 2014-8-31
评论： rupal 2022-4-22
Anyone can do Matlab coding for Hildreth Programming.I have constraints as given in attached file .

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回答（1 个）

sajjad allahgoli
sajjad allahgoli 2018-7-14
编辑：sajjad allahgoli 2018-7-14
for your quadratic progarmming J=.5*x'*H*x+x'*f and inequality constraints A_cons*eta<=b Hildreth algorithm for obtain optimal eta is attaached matlab file.
  1 个评论
rupal
rupal 2022-4-22
hi @sajjad allahgoli how to formulate the h, f A_cons and b matrix. Can you please explain me what is a1 and why its value is taken as 10 and same with km.Please reply as i am also working on mpc and stuck with this thing
a1=10;
for km=1:38
lambda_p=lambda;
for i=1:n
w=P(i,:)*lambda-P(i,i)*lambda(i,1);
w=w+d(i,1);
la=-w/P(i,i);
lambda(i,1)=max(0,la);
end
al=(lambda-lambda_p)'*(lambda-lambda_p);
if (al<10e-8)
break;
end
end

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