Description: Function: Lagrangian method for solving equality constrained quadratic programming: min f (x) = 0.5* x Hx+ c x, s.t.Ax = b
Input: H, c are the matrix and vector objective function, A, b are the constraints in the matrices and vectors
Output: (x, lam) is KT point, fval optimal value.
To Search:
File list (Check if you may need any files):
二次规划\callqpact.m
........\qlag.m
........\qpact.m
........\qsubp.m
二次规划
Download