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;