求解二次规划问题的最优解miny=11787-27.7x1-77.5x5-172.8x3^2+0.1x5^2+3.7x2x4+0.1x1x5-3.1x4x5+482.4x3x4,matlab代码
时间: 2023-11-18 10:04:12 浏览: 36
可以使用MATLAB中的quadprog函数求解二次规划问题的最优解。具体步骤如下:
1. 定义二次规划问题的目标函数、约束条件和变量范围。
```matlab
H = [345.6, 0, 0, -345.6, 482.4;
0, 0, 3.7, 0, 0;
0, 3.7, -345.6, 0, 0;
-345.6, 0, 0, 691.2, -3.1;
482.4, 0, 0, -3.1, 0.2];
f = [-27.7; 0; 0; 0; 0];
A = [0, 0, 1, 0, 0;
1, 0, 0, 0, 0;
0, 0, 0, 0, 1];
b = [0; -11787; 0];
lb = [-inf; -inf; -inf; -inf; -inf];
ub = [inf; inf; inf; inf; inf];
```
其中,H是二次项系数矩阵,f是一次项系数矩阵,A和b是不等式约束条件,lb和ub是变量范围。
2. 调用quadprog函数求解最优解。
```matlab
[x, y, exitflag] = quadprog(H, f, A, b, [], [], lb, ub);
```
其中,x是最优解向量,y是拉格朗日乘子向量,exitflag是求解状态。
3. 输出最优解。
```matlab
miny = f' * x;
fprintf('The minimum value of the objective function is %f.\n', miny);
fprintf('The optimal solution is x1 = %f, x2 = %f, x3 = %f, x4 = %f, x5 = %f.\n', x(1), x(2), x(3), x(4), x(5));
```
完整的MATLAB代码如下:
```matlab
H = [345.6, 0, 0, -345.6, 482.4;
0, 0, 3.7, 0, 0;
0, 3.7, -345.6, 0, 0;
-345.6, 0, 0, 691.2, -3.1;
482.4, 0, 0, -3.1, 0.2];
f = [-27.7; 0; 0; 0; 0];
A = [0, 0, 1, 0, 0;
1, 0, 0, 0, 0;
0, 0, 0, 0, 1];
b = [0; -11787; 0];
lb = [-inf; -inf; -inf; -inf; -inf];
ub = [inf; inf; inf; inf; inf];
[x, y, exitflag] = quadprog(H, f, A, b, [], [], lb, ub);
miny = f' * x;
fprintf('The minimum value of the objective function is %f.\n', miny);
fprintf('The optimal solution is x1 = %f, x2 = %f, x3 = %f, x4 = %f, x5 = %f.\n', x(1), x(2), x(3), x(4), x(5));
```
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