matlab

优化模型算法

二次规划 QP问题

quadporg 函数

H = [8, -4; -4, 6];
f = [-8; -6];

A = [2, 5; 3, 1];
b = [10; 6];

lb = [0; 0];

options = optimoptions('quadprog', 'Display', 'off');
[x, fval, exitflag] = quadprog(H, f, A, b, [], [], lb, [], [], options);

disp('最优解 x:');
disp(x);

disp('最优目标函数值:');
disp(fval);

disp('退出标志:');
disp(exitflag);

H = [1 -1; -1 2];
f = [-2; -6];
A = [1 1; -1 2; 2 1];
b = [2; 2; 3];
[x,fval,exitflag,output,lambda] = ...
   quadprog(H,f,A,b);
x,fval,exitflag

%展示结果
x =

       2/3
       4/3

fval =

     -74/9

exitflag =

       1

H = [1 -1; -1 2];
f = [-2; -6];
Aeq = [1 1];
beq = 0;
[x,fval,exitflag,output,lambda] = ...
   quadprog(H,f,[],[],Aeq,beq);
x,fval,exitflag

%展示结果
x =

      -4/5
       4/5

fval =

      -8/5

exitflag =

       1