How to solve SOCP program on MATLAB?

13 次查看（过去 30 天）

显示更早的评论

Ruchika Sehgal 2020-7-7

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/560861-how-to-solve-socp-program-on-matlab

回答： Steve Grikschat 2020-9-18

I am trying to solve a program with some linear inequalities and with norm-2 constraint. How to solve such programs on MATLAB?

Is there a specefic function for it? (For example: to solve LP, we have linprog in MATLAB).

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

回答（2 个）

Steve Grikschat 2020-9-18

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/560861-how-to-solve-socp-program-on-matlab#answer_496753

As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming:

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 examples see

https://www.mathworks.com/help//optim/ug/cone-programming-mass-nonlinear-spring.html

https://www.mathworks.com/help//optim/ug/convert-quadratic-constraints-to-second-order-cone-constraints.html

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

Alan Weiss 2020-7-7

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/560861-how-to-solve-socp-program-on-matlab#answer_462374

Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either directly in fmincon or after reformulation in quadprog.

Alan Weiss

MATLAB mathematical toolbox documentation

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

类别

Mathematics and Optimization Optimization Toolbox Optimization Results Solver Outputs and Iterative Display

在 Help Center 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

标签

Community Treasure Hunt

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

Translated by