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Matlab中的fmincon函數(shù)的原理是什么?

網(wǎng)友解答: fmincon attempts to solve problems of the form:min F(X) subject to: A*X <= B, Aeq*X

網(wǎng)友解答:

fmincon attempts to solve problems of the form:min F(X) subject to: A*X <= B, Aeq*X = Beq (linear constraints)X C(X) <= 0, Ceq(X) = 0 (nonlinear constraints)LB <= X <= UB (bounds)fmincon implements four different algorithms: interior point, SQP, activeset, and trust region reflective. Choose one via the option Algorithm:for instance, to choose SQP, set OPTIONS = optimset('Algorithm','sqp'),and then pass OPTIONS to fmincon.可以看出它有四種算法。使用help fmincon看看就知道了!

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