求解二次规划

资 源 简 介

function [X，fval，exitflag，output，lambda]=quadprog(H，f，A，B，Aeq，Beq，lb，ub，X0，options，varargin)％ X=QUADPROG(H，f，A，b) 求解二次规划:％ min 0.5*x *H*x + f *x subject to: A*x <= b ％x=quadprog(H，f， A， b， Aeq， beq)求解二次规划：

详 情 说 明

The quadprog function in MATLAB is a tool for solving quadratic programming problems. It takes in several input parameters such as the objective function H, the linear term f, and the constraints A, B, Aeq, and Beq. The function finds the values of X that minimize the objective function while satisfying the given constraints.

In more detail, the objective function is represented by a quadratic form with matrix H and linear term f. The constraints are represented as linear inequalities and equalities, where A and B represent the inequality constraints and Aeq and Beq represent the equality constraints. The lower and upper bounds on X are also specified using the lb and ub parameters.

The quadprog function returns several output parameters, including the optimal value of X, the optimal function value fval, the exit flag exitflag, the output structure output, and the Lagrange multipliers lambda. Additionally, users can specify additional options and variable arguments to customize the behavior of the function.

Overall, the quadprog function provides a powerful tool for solving quadratic programming problems in MATLAB, allowing users to find optimal solutions to complex optimization problems.