how I can solve linear programming with quadratic constraints and linear constraints?

how I can solve linear programming with quadratic constraints and linear constraints?

Answer 1

[Torsten]

Use fmincon:

https://de.mathworks.com/help/optim/ug/linear-or-quadratic-problem-with-quadratic-constraints.html

Best wishes

Torsten.

Answer 2

[Steve Grikschat]

As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming, which can be used to solve quadratic constrained problems.

https://www.mathworks.com/help//optim/ug/convert-quadratic-constraints-to-second-order-cone-constraints.html

https://www.mathworks.com/help//optim/ug/convert-qp-to-socp.html

Function reference:

https://www.mathworks.com/help//optim/ug/coneprog.html

coupled with a function to make a second-order cone constraint

https://www.mathworks.com/help//optim/ug/optim.coneprog.secondorderconeconstraint.html

For an example see

https://www.mathworks.com/help//optim/ug/cone-programming-mass-nonlinear-spring.html