boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Quant版 - [合集] Matlab中linprog能解决的问题fmincon都能解决么?
相关主题
matlab的linprog怎么设绝对值条件?
brainteaser,一个Linear programming问题,有解么?
Linear Inerpolation一问
也问一道题
[合集] 有没有free的quadratic optimization package?
[合集] MATLAB 中Large-Scale Medium-Scale 有啥区别
Linear Programming, Stochastic Programming, Dynamic Programming, which one is most important
新人关于C++的问题
如果职位只要求Matlab和C,还要准备C++么?
How to calculation call price with Object Orieted programming?
相关话题的讨论汇总
话题: linprog话题: fmincon话题: sep话题: wed话题: iambear
进入Quant版参与讨论
1 (共1页)
b***k
发帖数: 2673
1
☆─────────────────────────────────────☆
iambear (iambear) 于 (Wed Sep 10 14:09:47 2008) 提到:
像那种linprog的example,就是把linprog中的目标距阵改成fmincon中的objective
function就好了,别的都一样的.那还要linprog干嘛呢,用linprog有什么好处么? 而且
感觉linprog算得很慢,是不是算法不同啊
☆─────────────────────────────────────☆
QL365 (QL) 于 (Wed Sep 10 14:28:37 2008) 提到:
fmincon will become very slow for high dimensional problem, where linear
programing is supposed to be able to solve for high dimensional problem (say
, in the scale of thousnads of var
1 (共1页)
进入Quant版参与讨论
相关主题
How to calculation call price with Object Orieted programming?
matlab 的fmincon如果有多个ceq怎么办?
[合集] 问大家一个问题(C++)
[合集] 请教两个题目?
[合集] Optional Sampling Theorem 的条件是什么?
[合集] Any one insterested in forming a study group for Philip Pro
问一道经典best buying time问题
[合集] 一道概率题
a question in shreve's book
A stochastic process question
相关话题的讨论汇总
话题: linprog话题: fmincon话题: sep话题: wed话题: iambear