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求助:matlab二次规划问题(quadprog函数)

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发表于 2008-7-15 13:49:53 | 显示全部楼层 |阅读模式
运行quadprog函数后,出现如下警告:

Warning: Large-scale method does not currently solve this problem formulation,
switching to medium-scale method.
> In quadprog at 242
  In fun at 70
The system of equality constraints is consistent. Removing
the following dependent constraints before continuing:
    30

The equality constraints are dependent.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
The problem is badly conditioned; the solution may not be reliable.
Maximum number of iterations exceeded; increase options.MaxIter.
To continue solving the problem with the current solution as the
starting point, set x0 = x before calling quadprog.
但仍能得出结果,
问:结果有效吗?
补充:[x,Profit] = quadprog(H,f,A,b,Aeq,beq,lb,ub);
      其中,H:135*135
            A:14*135
            Aeq:30*135
      感觉不算大呀!
      而且几秒钟就运行完啦!
请帮忙分析一下,哪出了问题,谢谢!
发表于 2008-7-16 11:20:57 | 显示全部楼层
函数用的不太正确,看提示
switching to medium-scale method.
 楼主| 发表于 2008-7-16 13:51:30 | 显示全部楼层
谢谢楼上
-----------------------------------------------
exitflag =

     0


output =

       iterations: 200
       algorithm: 'medium-scale: active-set'
    firstorderopt: []
     cgiterations: []
          message: [1x181 char]


lambda =

      lower: [135x1 double]
      upper: [135x1 double]
      eqlin: [30x1 double]
    ineqlin: [14x1 double]

---------------------------------------
系统似乎已经自动转换到了   medium-scale method

问题貌似出在这儿了:
exitflag =

     0         :Number of iterations exceeded options.MaxIter.
该怎么解决?
请赐教
谢谢
发表于 2008-7-16 15:43:32 | 显示全部楼层
The system of equality constraints is consistent. Removing
the following dependent constraints before continuing:
    30

The equality constraints are dependent.
The problem is badly conditioned; the solution may not be reliable
约束条件中可能存在问题
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