全部笔记的汇总贴(视频也有传送门):中科大-凸优化
一、二次规划(Quadratic Programming)
min 1 2 X T P X + ξ T x + r ( 凸 ) P ∈ S + n s . t . Q x ≤ h A x = b ( 仿 射 ) \min \frac12X^TPX+\xi^Tx+r\;\;\;(凸)P\in S_+^n\\s.t.\;\;\;Qx\le h\;Ax=b(仿射) min21XTPX+ξTx+r(凸)P∈S+ns.t.Qx≤hAx=b(仿射)
二、二次约束二次规划(Quadratizally constrained quadratic programming QCQP)
min 1 2 X T P X + q T x + r P ∈ S + n s . t . 1 2 X T P i X + q i T x + r i ≤ 0 , P i ∈ S + n , i = 1 , ⋯ , m , A x = b \min \frac12X^TPX+q^Tx+r\;\;P\in S_+^n\\s.t.\;\;\frac12 X^TP_iX+q^T_ix+r_i\le0,P_i\in S_+^n,i=1,\cdots,m,Ax=b min21XTPX+qTx+rP∈S+ns.t.21XTPiX+