下载CVX:
http://cvxr.com/cvx/(官网)包含了CVX和SeDuMi
https://sedumi.ie.lehigh.edu/(只有SeDuMi
安装
- CVX
cd D:\personal_tools\cvx %我选择的安装路径,也可以选择其他,但要英文命名
cvx_setup %自动完成安装
测试:
解决如下问题:
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 ) ) %目标函数
subject to
C * x == d %约束条件1
norm( x, Inf ) <= e %约束条件2
cvx_end
- SeDuMi
cd D:\personal_tools\cvx\sedumi
install_sedumi
测试:
b=[1 4]';
A=[-1 1 0 1 1;0 0 -1 1 2];
c=[0 2 0 3.5 6];
[x, y, info]=sedumi(A,b,c)