二次规划和锥规划 -凯发k8网页登录

求解具有二次目标和线性约束或锥约束的问题

在开始求解优化问题之前，您必须选择合适的方法：基于问题或基于求解器。有关详细信息，请参阅首先选择基于问题或基于求解器的方法。

对于基于问题的方法，请创建问题变量，然后用这些符号变量表示目标函数和约束。有关基于问题的求解步骤，请参阅。要求解生成的问题，请使用。

有关基于求解器的求解步骤，包括定义目标函数和约束，以及选择合适的求解器，请参阅基于求解器的优化问题设置。要求解生成的问题，请使用或。

函数

	second-order cone programming solver
	infinite bound support for code generation
	create warm start object
	二次规划
	create second-order cone constraint

优化	在实时编辑器中优化或求解方程

second-order cone constraint object

shows how to solve a problem-based quadratic programming problem with bound constraints using different algorithms.
shows how to solve a large sparse quadratic program using the problem-based approach.
example showing large-scale problem-based quadratic programming.
说明关于基本投资组合模型的基于问题的二次规划的示例。
this example shows three techniques of asset diversification in a portfolio using optimization functions.

example of quadratic programming with bound constraints and various options.
this example shows the benefit of the active-set algorithm on problems with many linear constraints.
shows that warm start can be effective in a large quadratic program.
describes how best to use warm start for speeding repeated solutions.
example showing how to save memory in a structured quadratic program.
example showing how to save memory in a quadratic program by using a sparse quadratic matrix.
example showing solver-based large-scale quadratic programming.
example showing solver-based quadratic programming on a basic portfolio model.

minimize energy of piecewise linear mass-spring system using cone programming, problem-based
presents a problem-based example of cone programming.
discretized optimal trajectory, problem-based
this example shows how to solve a discretized optimal trajectory problem using the problem-based approach.
this section gives timing information for a sequence of cone programming problems using various linearsolver option settings.
requirements for solve to use coneprog for problem solution.

为二次优化生成 c 代码的前提条件。
learn the basics of code generation for the quadprog optimization solver.
describes how best to use warm start for speeding repeated solutions.
optimization code generation for real-time applications
explore techniques for handling real-time requirements in generated code.

了解优化函数和对象如何求解优化问题。
requirements for solve to use coneprog for problem solution.
explore the supported mathematical and indexing operations for optimization variables and expressions.

二次规划算法
在仅具有线性和边界约束的情况下在 n 个维度中最小化二次目标函数。
second-order cone programming algorithm
description of the underlying algorithm.
优化选项参考
了解优化选项。