KwCheng's blog

The standard form of quadratic programming is 1/2*x'*H*x + f'*x .

In Matlab , we can use the function , quadprog( H,f ) , to solve the quadratic programming problem.

And this function will return a vector x.

x = quadprog(H,f,A,b)

The parameter (A , b) is represent the constraint , A*x <= b;

x = quadprog(H,f,A,b,Aeq,beq)

The parameter (Aeq , beq) is represent the constraint , Aeq*x = beq;

x = quadprog(H,f,A,b,Aeq,beq,lb,ub)

The parameter (Aeq , beq) is represent the constraint , lb <= x <= ub;

If the parameter does not exist , we can use [] to replace the parameter.

ex : x = quadprog(H,f,[],[],Aeq,beq,lb,ub)

ref : http://www.mathworks.com/help/toolbox/optim/ug/quadprog.html