what solver to use for a linear objective function with a quadratic constraint?
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Kimberley
le 13 Mai 2014
Réponse apportée : Steve Grikschat
le 18 Sep 2020
Hi,
I'm looking for a solver that will help me optimise my objective function.
My objective function is linear and so are most of my constraints (so up till this point I’ve been using Linprog, which has worked well) but now I've expanded my constraints to include a nonlinear constraint. I don’t know if now I should try to use Quadprog? Or fmincon? Any advice would be appreciated.
Thank you!
0 commentaires
Réponse acceptée
Plus de réponses (1)
Steve Grikschat
le 18 Sep 2020
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming, which can be used to solve quadratic constrained problems.
https://www.mathworks.com/help//optim/ug/convert-qp-to-socp.html
Function reference:
coupled with a function to make a second-order cone constraint
For an example see
0 commentaires
Voir également
Catégories
En savoir plus sur Quadratic Programming and Cone Programming dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!