标题: 求凸优化问题的fortran程序code [打印本页] 作者: wuxiaolong 时间: 2015-12-25 13:54 标题: 求凸优化问题的fortran程序code 求凸优化问题的fortran程序code, 类似于在matlab中的CVX问题，
CVX is a Matlab-based modeling system for convex optimization. CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax. For example, consider the following convex optimization model:
minimizesubject to∥Ax−b∥2Cx=d∥x∥∞≤e
The following code segment generates and solves a random instance of this model:
m = 20; n = 10; p = 4;A = randn(m,n); b = randn(m,1);C = randn(p,n); d = randn(p,1); e = rand;cvx_begin variable x(n) minimize( norm( A * x - b, 2 ) ) subject to C * x == d norm( x, Inf ) <= ecvx_end