Quadratic programming by Wolf's method
版本 1.2.0.1 (3.7 KB) 作者:
Bapi Chatterjee
The function wolf solves a (convex) QPP using Wolf or restricted entry simplex method
This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and QPP one may see "Numerical Optimization with Applications, Chandra S., Jayadeva, Mehra A., Alpha Science Internatinal Ltd, 2009."
引用格式
Bapi Chatterjee (2026). Quadratic programming by Wolf's method (https://ww2.mathworks.cn/matlabcentral/fileexchange/27397-quadratic-programming-by-wolf-s-method), MATLAB Central File Exchange. 检索时间: .
MATLAB 版本兼容性
创建方式
R2009a
兼容任何版本
平台兼容性
Windows macOS Linux类别
在 Help Center 和 MATLAB Answers 中查找有关 Quadratic Programming and Cone Programming 的更多信息
