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quadprog
- function [X,fval,exitflag,output,lambda]=quadprog(H,f,A,B,Aeq,Beq,lb,ub,X0,options,varargin) % X=QUADPROG(H,f,A,b) 求解二次规划: % min 0.5*x *H*x + f *x subject to: A*x <= b %x=quadprog(H,f, A, b, Aeq, beq)求解二次规划:-function [X, fval, exitflag, out
quadprog2.m
- Quadratic programming function that can solve QP with positive definite matrix
eye(n);b=1/L*ones(n,1); x=quadprog(M,[],A,b);
- eye(n);b=1/L*ones(n,1); x=quadprog(M,[],A,b);
CalculateEfficientFrontier
- 使用quadprog包计算有效前沿,使用数据为3只股票收盘价(Calculate Efficient Frontier)
quanprog
- quanprog 不确定性支持向量机寻优(matlab function quadprog for uncertain svm)
test123
- 基于c语言开发的线性二次规划小程序,通过输入矩阵H和f,以及约束条件能够计算出最优值(quadratic program based on C language , through the input matrix H and F, as well as constraints can calculate the optimal values.)