In Matlab2016a what method uses Quadprog for solving QP problems?
显示 更早的评论
I am using a Matlab version 2016a. I would like to know what type of method is using Quadprog when solving QP problems.
回答（1 个）
Walter Roberson
2021-8-8
0 个投票
interior-point-convex
The 'interior-point-convex' algorithm attempts to follow a path that is strictly inside the constraints. It uses a presolve module to remove redundancies, and to simplify the problem by solving for components that are straightforward. For more information, see interior-point-convex quadprog Algorithm.
trust-region-reflective
The 'trust-region-reflective' algorithm is a subspace trust-region method based on the interior-reflective Newton method described in [1]. Each iteration involves the approximate solution of a large linear system using the method of preconditioned conjugate gradients (PCG). For more information, see trust-region-reflective quadprog Algorithm.
active-set
quadprog uses an active set method, which is also a projection method, similar to that described in [2]. It finds an initial feasible solution by first solving a linear programming problem. For more information, see active-set quadprog Algorithm.
Algorithm
Choose the algorithm:
- 'interior-point-convex' (default)
- 'trust-region-reflective'
- 'active-set' (will be removed in a future release)
The 'trust-region-reflective' algorithm handles problems with only bounds, or only linear equality constraints, but not both. The 'interior-point-convex' algorithm handles only convex problems. For details, see Choosing the Algorithm.
类别
在 帮助中心 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息
2021-8-8
2021-8-8
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
