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求解二次规划问题的拉格朗日及有效集方法(包含Matlab代码)

于 2020-12-11 发布
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本资源主要内容:二次规划师非线性优化中的一种特殊情形,它的目标函数是二次实函数,约束函数都是线性函数。由于二次规划比较简单,便于求解(仅次于线性规划),并且一些非线性优化问题可以转化为求解一些列的二次规划问题,因此二次规划的求解方法较早引起人们的重视,称为求解非线性优化的一个重要途径。二次规划的算法较多,本文仅介绍求解等式约束凸二尺规划的拉格朗日方法以及求解一般约束凸二次规划的有效集方法。本资源包含:《求解二次规划问题的拉格朗日及有效集方法》文档以及文档所用到的所有Matlab代码,非常适合初学者学习和研究!

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