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

5 次查看（过去 30 天）
Rasheed Al-Salih
Rasheed Al-Salih 2017-6-8
回答： Steve Grikschat 2020-9-18
how I can solve linear programming with quadratic constraints and linear constraints?

请先登录，再回答此问题。

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-quadratic-constraints-to-second-order-cone-constraints.html
https://www.mathworks.com/help//optim/ug/convert-qp-to-socp.html
Function reference:
https://www.mathworks.com/help//optim/ug/coneprog.html
coupled with a function to make a second-order cone constraint
https://www.mathworks.com/help//optim/ug/optim.coneprog.secondorderconeconstraint.html
For an example see
https://www.mathworks.com/help//optim/ug/cone-programming-mass-nonlinear-spring.html

类别

在 Help Center 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by