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

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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?

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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

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