how I can solve linear programming with quadratic constraints and linear constraints?

5 次查看(过去 30 天)
how I can solve linear programming with quadratic constraints and linear constraints?

回答(2 个)

Torsten
Torsten 2017-6-9
Use fmincon:
https://de.mathworks.com/help/optim/ug/linear-or-quadratic-problem-with-quadratic-constraints.html
Best wishes
Torsten.

Steve Grikschat
Steve Grikschat 2020-9-18
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming, which can be used to solve quadratic constrained problems.
https://www.mathworks.com/help//optim/ug/convert-qp-to-socp.html
Function reference:
coupled with a function to make a second-order cone constraint
For an example see

类别

Help CenterFile Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by