www.gusucode.com > optim 案例源码 matlab代码程序 > optim/LeastSquareswithLinearInequalityConstraintsExample.m

    %% Least Squares with Linear Inequality Constraints  
% Find the |x| that minimizes the norm of |C*x - d| for an overdetermined
% problem with linear inequality constraints.   

%% 
% Specify the problem and constraints. 
C = [0.9501    0.7620    0.6153    0.4057
    0.2311    0.4564    0.7919    0.9354
    0.6068    0.0185    0.9218    0.9169
    0.4859    0.8214    0.7382    0.4102
    0.8912    0.4447    0.1762    0.8936];
d = [0.0578
    0.3528
    0.8131
    0.0098
    0.1388];
A = [0.2027    0.2721    0.7467    0.4659
    0.1987    0.1988    0.4450    0.4186
    0.6037    0.0152    0.9318    0.8462];
b = [0.5251
    0.2026
    0.6721];  

%% 
% Call |lsqlin| to solve the problem. 
options = optimoptions('lsqlin','Algorithm','interior-point');
x = lsqlin(C,d,A,b,[],[],[],[],[],options)