how I can solve linear programming with quadratic constraints and linear constraints?
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how I can solve linear programming with quadratic constraints and linear constraints?
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Torsten
on 9 Jun 2017
Use fmincon:
https://de.mathworks.com/help/optim/ug/linear-or-quadratic-problem-with-quadratic-constraints.html
Best wishes
Torsten.
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Steve Grikschat
on 18 Sep 2020
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming, which can be used to solve quadratic constrained problems.
https://www.mathworks.com/help//optim/ug/convert-qp-to-socp.html
Function reference:
coupled with a function to make a second-order cone constraint
For an example see
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