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how I can solve linear programming with quadratic constraints and linear constraints?

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Rasheed Al-Salih
Rasheed Al-Salih 2017 年 6 月 8 日
回答済み: Steve Grikschat 2020 年 9 月 18 日
how I can solve linear programming with quadratic constraints and linear constraints?

回答 (2 件)

Torsten
Torsten 2017 年 6 月 9 日
Use fmincon:
https://de.mathworks.com/help/optim/ug/linear-or-quadratic-problem-with-quadratic-constraints.html
Best wishes
Torsten.

Steve Grikschat
Steve Grikschat 2020 年 9 月 18 日
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

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