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1、最优化算法实验指导书2.二次规划求解例1 求解下面二次规划问题sub.to 解：则，在MATLAB中实现如下： H = 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)Warning: Large-scale method does not currently solve this problem formulation,switching to medium-scale method
2、. In C:MATLAB6p5toolboxoptimquadprog.m at line 213Optimization terminated successfully.x = 0.6667 1.3333fval = -8.2222exitflag = 1output = iterations: 3 algorithm: medium-scale: active-set firstorderopt: cgiterations: lambda = lower: 2x1 double upper: 2x1 double eqlin: 0x1 doubleineqlin: 3x1 double例
3、 1123 （1）标准形式： 由 知 为半正定矩阵，约束不必改动。 （2）在编辑窗口建立一个存放各种信息的M文件，在MATLAB中实现如下： H = 2 0 0;0 2 0;0 0 0; f = -2 -4 -6; A = 1 1 0; 0 1 1; 1 0 1; b = 2; 3; 4; C =; d=; xm=0; 0; 0; xM=; x0=0,0,0; x,y=quadprog(H,f,A,b,C,d,xm,xM,x0)Warning: Large-scale method does not currently solve this problem formulation,switch
4、ing to medium-scale method. In C:MATLAB6p5toolboxoptimquadprog.m at line 213Optimization terminated successfully.x = 1.0000 0.0000 3.0000y = -19例1124 （1）标准形式： 由 知 为不定矩阵，约束不必改动。（2）在编辑窗口建立一个存放各种信息的M文件，在MATLAB中实现如下： H = 2 2 2;2 2 0;2 0 2; f = -2 -4 -6; A = 1 1 0; 0 1 1; 1 0 1; b = 2; 3; 4; C=1 1 1; d=3
5、.5; xm=0; 0; 0; xM=; x,y=quadprog(H,f,A,b,C,d,xm,xM,x0)Warning: Large-scale method does not currently solve this problem formulation,switching to medium-scale method. In C:MATLAB6p5toolboxoptimquadprog.m at line 213Optimization terminated successfully.x = 0.5000 1.0000 2.0000y = -8.7500作业布置：5.11 5.12
