得到了所有的参数,将参数输入MATLAB,编程如下:(代码是直接在Command Window中一行一行录入的,所以每行前面有符号“>>”) >> H = [1-1; -12];>> f = [-2; -6];>> A = [11; -12;21];>> b = [2;2;3];>> lb = [0;0];>> [x,fval,exitflag,output,lambda] = quadprog(H,f,A,b,...
exitflag = 1 終了フラグが 1 の場合、その結果は局所的最小値です。H は正定値行列であるため、この問題は凸であり、最小値は大域的最小値です。 固有値をチェックして、H が正定値であることを確認します。 Get eig(H) ans = 2×1 0.3820 2.6180 線形等式制約がある二次計画法 Copy...
exitflag = 1 5.An exit flag of 1 means the result is a local minimum. Since H is a positive definite matrix, this problem is convex, so the minimum is a global minimum. You can see H is positive definite by noting all its eigenvalues are positive:eig(H) 通过特征值来...
一个列向量,当列向量有多个元素时也要写成x(1),x(2)的形式 例1:例2:例3: 方法1: 3.其他求极值函数 1.x=fminbnd(fun,x1,x2),求函数在区间[x1,x2]上的...求解优化问题 1.线性优化 注:linprog的表达式必须是<= 实例2: 2.非线性优化 [x,fval,exitflag,output]=fmincon[目标函数f(x)调用,x的...
>> b = [2; 2; 3];>> lb = [0; 0];>> [x,fval,exitflag,output,lambda] = quadprog(H,f,A,b,[],[],lb)输出以下结果：Warning: Large-scale algorithm does not currently solve this problem formulation,using medium-scale algorithm instead.> In quadprog at 291 Optimization terminated.x =...
exitflag = 1 output = iterations: 2 constrviolation: 0 algorithm: 'medium-scale: active-set' firstorderopt: [] cgiterations: [] message: 'Optimization terminated.' lambda = lower: [2x1 double] upper: [2x1 double] eqlin: [0x1 double] ineqlin: [2x1 double] 输出中的warning说明 quadpr...
n解:把二次规划问题写成标准形式:(1/2)XTHX+fTX 这里:H= 1 -1 f= -2 X= x1 -1 2 -6 x2 nH=[1 -1;-1 2]; f=[-2;-6]; A=[1 1;-1 2;2 1]; b=[2;2;3]; lb=zeros(2,1); [x,fval,exitflag,output,lambda]=quadprog(H,f,A,b,[],[],lb)...
[x, ~, exitflag, ~, lambda] = quadprog(H, f, A, b); % Extract the weight vector and bias term w = x(1:2); b = x(3); % Display the results disp('Optimal weight vector:'); disp(w); disp(['Optimal bias term: ', num2str(b)]); disp(['Exit flag: ', num...
n解：把⼆次规划问题写成标准形式：(1/2)XTHX+fTX 这⾥：H= 1 -1 f= -2 X= x1 -1 2 -6 x2 nH=[1 -1;-1 2];f=[-2;-6];A=[1 1;-1 2;2 1];b=[2;2;3];lb=zeros(2,1);[x,fval,exitflag,output,lambda]=quadprog(H,f,A,b,[],[],lb)