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Quant版 - [合集] Matlab中linprog能解决的问题fmincon都能解决么?
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话题: linprog话题: fmincon话题: sep话题: wed话题: iambear
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iambear (iambear) 于 (Wed Sep 10 14:09:47 2008) 提到:
像那种linprog的example,就是把linprog中的目标距阵改成fmincon中的objective
function就好了,别的都一样的.那还要linprog干嘛呢,用linprog有什么好处么? 而且
感觉linprog算得很慢,是不是算法不同啊
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QL365 (QL) 于 (Wed Sep 10 14:28:37 2008) 提到:
fmincon will become very slow for high dimensional problem, where linear
programing is supposed to be able to solve for high dimensional problem (say
, in the scale of thousnads of var
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