what solver to use for a linear objective function with a quadratic constraint?

2 views (last 30 days)
Kimberley on 13 May 2014
Answered: Steve Grikschat on 18 Sep 2020
I'm looking for a solver that will help me optimise my objective function.
My objective function is linear and so are most of my constraints (so up till this point I’ve been using Linprog, which has worked well) but now I've expanded my constraints to include a nonlinear constraint. I don’t know if now I should try to use Quadprog? Or fmincon? Any advice would be appreciated.
Thank you!

Accepted Answer

More Answers (1)

Steve Grikschat
Steve Grikschat on 18 Sep 2020
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming, which can be used to solve quadratic constrained problems.
Function reference:
coupled with a function to make a second-order cone constraint
For an example see

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!