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Programación cuadrática y programación de cono
Antes de comenzar a resolver un problema de optimización, deberá elegir el enfoque adecuado: basado en problemas o basado en solvers. Para obtener más detalles, consulte En primer lugar, elija el enfoque basado en problemas o el enfoque basado en solvers.
Para el enfoque basado en problemas, cree variables de problemas y, posteriormente, represente la función objetivo y las restricciones en términos de estas variables simbólicas. Para saber qué saltos basados en problemas se deben tomar, consulte Problem-Based Optimization Workflow. Para resolver el problema resultante, utilice solve
.
Para saber qué saltos basados en solvers se deben tomar, incluyendo la definición de la función objetivo y las restricciones, y la selección del solver adecuado, consulte Configuración de problema de optimización basada en solvers. Para resolver el problema resultante, utilice quadprog
o coneprog
.
Funciones
Tareas de Live Editor
Optimize | Optimice o resuelva ecuaciones en Live Editor |
Objetos
SecondOrderConeConstraint | Second-order cone constraint object |
Temas
Programación cuadrática basada en problemas
- Quadratic Programming with Bound Constraints: Problem-Based
Shows how to solve a problem-based quadratic programming problem with bound constraints using different algorithms. - Large Sparse Quadratic Program, Problem-Based
Shows how to solve a large sparse quadratic program using the problem-based approach. - Bound-Constrained Quadratic Programming, Problem-Based
Example showing large-scale problem-based quadratic programming. - Diversification of Portfolios (Financial Toolbox)
This example shows three techniques of asset diversification in a portfolio. - Quadratic Programming for Portfolio Optimization, Problem-Based
Example showing problem-based quadratic programming on a basic portfolio model.
Programación cuadrática basada en solvers
- Quadratic Minimization with Bound Constraints
Example of quadratic programming with bound constraints and various options. - Quadratic Programming with Many Linear Constraints
This example shows the benefit of the active-set algorithm on problems with many linear constraints. - Warm Start quadprog
Shows that warm start can be effective in a large quadratic program. - Warm Start Best Practices
Describes how best to use warm start for speeding repeated solutions. - Quadratic Minimization with Dense, Structured Hessian
Example showing how to save memory in a structured quadratic program. - Large Sparse Quadratic Program with Interior Point Algorithm
Example showing how to save memory in a quadratic program by using a sparse quadratic matrix. - Bound-Constrained Quadratic Programming, Solver-Based
Example showing solver-based large-scale quadratic programming. - Quadratic Programming for Portfolio Optimization Problems, Solver-Based
Example showing solver-based quadratic programming on a basic portfolio model.
Programación de cono de segundo orden basada en problemas
- Minimize Energy of Piecewise Linear Mass-Spring System Using Cone Programming, Problem-Based
Presents a problem-based example of cone programming. - Compare Speeds of coneprog Algorithms
This section gives timing information for a sequence of cone programming problems using variousLinearSolver
option settings. - Write Constraints for Problem-Based Cone Programming
Requirements forsolve
to useconeprog
for problem solution.
Programación de cono de segundo orden basada en solvers
- Minimize Energy of Piecewise Linear Mass-Spring System Using Cone Programming, Solver-Based
Solve a mechanical mass-spring problem using cone programming. - Convert Quadratic Constraints to Second-Order Cone Constraints
Convert quadratic constraints intoconeprog
form. - Convert Quadratic Programming Problem to Second-Order Cone Program
Convert a quadratic programming problem to a second-order cone problem.
Generación de código
- Code Generation for quadprog Background
Prerequisites to generate C code for quadratic optimization. - Generate Code for quadprog
Learn the basics of code generation for thequadprog
optimization solver. - Warm Start Best Practices
Describes how best to use warm start for speeding repeated solutions. - Optimization Code Generation for Real-Time Applications
Explore techniques for handling real-time requirements in generated code.
Algoritmos basados en problemas
- Problem-Based Optimization Algorithms
Learn how the optimization functions and objects solve optimization problems. - Write Constraints for Problem-Based Cone Programming
Requirements forsolve
to useconeprog
for problem solution. - Supported Operations for Optimization Variables and Expressions
Explore the supported mathematical and indexing operations for optimization variables and expressions.
Algoritmos y opciones
- Quadratic Programming Algorithms
Minimizing a quadratic objective function in n dimensions with only linear and bound constraints. - Second-Order Cone Programming Algorithm
Description of the underlying algorithm. - Optimization Options Reference
Explore optimization options.