www.gusucode.com > matlab最优化程序源码---书籍 > matlab最优化程序/光盘程序/第12章 二次规划/QuadLagR.m

    function [xv,fv] = QuadLagR(H,c,A,b)
invH = inv(H);
F =  invH*transpose(A)*inv(A*invH*transpose(A))*A*invH - invH;
D = inv(A*invH*transpose(A))*A*invH;
xv = F*c + transpose(D)*b;
fv = transpose(xv)*H*xv/2+transpose(c)*xv;