quadprog_test


quadprog_test, a MATLAB code which calls quadprog(), which solves problems in quadratic programming.

quadprog() is a built-in MATLAB function for solving quadratic programming problems of the form:

        minimize    1/2 x' H x + f' x
        subject to: A x <= b     (inequality constraints)
                    B x =  c     (equality constraints)
                    d <= x <= e  (lower and upper variable bound constraints)
      
where H is a positive definite symmetric matrix, and the constraints are optional. The most common problems involve the addition of some inequality constraints, which makes this problem similar to typical linear programming problems.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

quadprog_test is available in a MATLAB version and a Python version.

Related Data and Programs:

fmincon_test, matlab programs which illustrate the use of fmincon() in MATLAB's Optimization Toolbox which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds.

Source Code:


Last modified on 27 March 2019.