matlab fmincon 精度,fmincon与quadprog误差
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有没有人能帮我看看这两个程序的运行结果为什么会不一样啊？？困扰了好久……
程序一：
%text1.m
clear all;clc;
a = [0.058,0.075,0.092,0.111,0.136,0.092]';
b = [0.062,0.085,0.128,0.149,0.164,0.148]';
alpha = [0.054,0.075,0.096,0.123,0.148,0.081]';
beta = [0.058,0.085,0.112,0.138,0.168,0.101]';
pk = [0.005,0.005,0.005,0.005]';
pn = [0,0,0,0,0.005,0.005]';
qb = [0.008,0.008,0.008,0.008]';
n = 16;
m = 24;
q = 5;
c0 = -((a' + b') / 2 + (beta' - alpha') / 4) + pn';
t = 0.15;
c = t * [c0,-0.01,0.03,pk',qb']'
eta1 = beta + b - a;
eta2 = beta + alpha + 2 * (b - a);
bigc0 = (beta * beta' + alpha * alpha' + 3 * eta1 * eta2')/24;
bigc0( : ,7:n) = 0;
bigc0( 7:n , : ) = 0;
bigc = 0.5 * (bigc0 + bigc0')
A = [-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0;0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0;0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0;0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0;
1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0;0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0;0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0;0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0;
0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0;0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0;
0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0;0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0;
0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0;0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0;
0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0;0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0;
0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0;0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0;
0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0;0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1;
];
B = [0,0,0,0,0,0,0.35,0.35,0.35,0.35,0.35,0.35,0,1,0,0.5,0,0,0,0,0,0,0,0]';
Aeq = [1,1,1,1,1.005,1.005,1,-1,0.005,0.005,0.005,0.005,0.008,0.008,0.008,0.008;
1,0,0,0,0,0,0,0,-1,0,0,0,1,0,0,0;0,1,0,0,0,0,0,0,0,-1,0,0,0,1,0,0;
0,0,1,0,0,0,0,0,0,0,-1,0,0,0,1,0;0,0,0,1,0,0,0,0,0,0,0,-1,0,0,0,1];
Beq = [1,0.15,0.1,0.2,0.25]';
x0 = [0.15,0.1,0.2,0.25,0,0,0.3,0,0,0,0,0,0,0,0,0]';
[x,fval] = quadprog(bigc,c,A,B,Aeq,Beq,[],[],x0)
程序二：(有两个m文件)
%text2.m
clear all;clc;
A = [-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0;0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0;0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0;0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0;
1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0;0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0;0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0;
0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0;0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0;
0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0;0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0;
0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0;0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0;
0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0;0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0;
0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0;0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0;
0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0;0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0;
0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0;0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1;
];
B = [0,0,0,0,0,0,0.35,0.35,0.35,0.35,0.35,0.35,0,1,0,0.5,0,0,0,0,0,0,0,0]';
Aeq = [1,1,1,1,1.005,1.005,1,-1,0.005,0.005,0.005,0.005,0.008,0.008,0.008,0.008;
1,0,0,0,0,0,0,0,-1,0,0,0,1,0,0,0;0,1,0,0,0,0,0,0,0,-1,0,0,0,1,0,0;
0,0,1,0,0,0,0,0,0,0,-1,0,0,0,1,0;0,0,0,1,0,0,0,0,0,0,0,-1,0,0,0,1];
Beq = [1,0.15,0.1,0.2,0.25]';
x0 = [0.15,0.1,0.2,0.25,0,0,0.3,0,0,0,0,0,0,0,0,0]';
[x,fval] = fmincon(@myfun,x0,A,B,Aeq,Beq)
%myfun.m
function f = myfun(x)
a = [0.058,0.075,0.092,0.111,0.136,0.092]';
b = [0.062,0.085,0.128,0.149,0.164,0.148]';
alpha = [0.054,0.075,0.096,0.123,0.148,0.081]';
beta = [0.058,0.085,0.112,0.138,0.168,0.101]';
pk = [0.005,0.005,0.005,0.005]';
pn = [0,0,0,0,0.005,0.005]';
qb = [0.008,0.008,0.008,0.008]';
n = 16;
m = 24;
q = 5;
c0 = -((a' + b') / 2 + (beta' - alpha') / 4) + pn';
t = 0.15;
c = t * [c0,-0.01,0.03,pk',qb']'
eta1 = beta + b - a;
eta2 = beta + alpha + 2 * (b - a);
bigc0 = (beta * beta' + alpha * alpha' + 3 * eta1 * eta2')/24;
bigc0( : ,7:n) = 0;
bigc0( 7:n , : ) = 0
bigc = 0.5 * (bigc0 + bigc0')
f = c' * [x(1),x(2),x(3),x(4),x(5),x(6),x(7),x(8),x(9),x(10),x(11),x(12),x(13),x(14),x(15),x(16)]' + 0.5 * [x(1),x(2),x(3),x(4),x(5),x(6),x(7),x(8),x(9),x(10),x(11),x(12),x(13),x(14),x(15),x(16)] * bigc * [x(1),x(2),x(3),x(4),x(5),x(6),x(7),x(8),x(9),x(10),x(11),x(12),x(13),x(14),x(15),x(16)]';
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