mosek optimization toolbox for matlab提供的函数简介

内容来自官方文档：The MOSEK optimization toolbox for MATLAB manual

Solve linear optimization problems using either an interior-point or a simplex optimizer.

mosek的linprog函数代替了matlab自带的函数，功能一样：

command line：x = linprog(f,A,b,[],[],l);      

problem： min f'*x     st. A*x <= b  && l <= x；

Solve conic quadratic and semidefinite optimization problems.

线性目标，线性约束，加上约束：x向量的取值范围在一个锥形区域（这个表达式一般为z>=dist(x,y)）

Solve convex quadratic optimization problems.

二次：目标是二次函数，线性约束；

凸：二次矩阵Q对称半正定（positive semidefinite），i.e. Q对称；Q的特征值都非负

command：quadprog

Handle convex quadratic constraints.

同上

Solve mixed-integer optimization problems, including linear, convex quadratic and conic quadratic problems.

混合整数规划：x中的一些分量是整数

Solve linear least squares problems with linear constraints.

线性最小二乘问题：目标是2范数/1范数；约束为线性

lsqlin：Minimizes a least-squares objective with linear constraints.

lsqnnonneg：Minimizes a least-squares objective with nonnegativity constraints.

Solve linear  and  norm minimization problems.

同上

Solve linearly constrained entropy optimization problems.

熵优化问题：x中某些项是x*lnx形式的

Solve geometric programming problems (posynomial programming).

几何优化：目标函数和约束条件都是如下形式：

Solve separable convex optimization problems.

Read and write industry standard MPS files.