1.什么是量化工具yalmip
yalmip是由Lofberg开发的一款免费的优化求解工具包,它最大的特色在于集成了许多外部的最优化求解器,形成了一门统一的建模求解语言,它提供MATLAB的调用API,减少了学习者的学习成本。
2.yalmip安装方式
这里以MATLAB的安装方式为例,在官网上下载最新工具包,将其解压缩至MATLAB的toolbox文件夹下(当然也可以存放在其他文件夹),打开MATLAB软件添加Path路径即可。最后键入yalmiptest,运行测试,即可得到如下结果:
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | Test| Solution| Solver message| ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | Core functionalities| N/A| Successfully solved (YALMIP)| | LP| Correct| Successfully solved (LINPROG)| | LP| Correct| Successfully solved (LINPROG)| | QP| Correct| Successfully solved (QUADPROG)| | QP| Correct| Successfully solved (QUADPROG)| | SOCP| Correct| Successfully solved (SeDuMi-1.3)| | SOCP| Correct| Successfully solved (SeDuMi-1.3)| | SOCP| Correct| Successfully solved (SeDuMi-1.3)| | SDP| Correct| Successfully solved (SeDuMi-1.3)| | SDP| Correct| Successfully solved (SeDuMi-1.3)| | SDP| Correct| Successfully solved (SeDuMi-1.3)| | SDP| Correct| Successfully solved (SeDuMi-1.3)| | MAXDET| Correct| Successfully solved (SeDuMi-1.3)| | MAXDET| Correct| Successfully solved (SeDuMi-1.3)| | Infeasible LP| N/A| Infeasible problem (LINPROG)| | Infeasible QP| N/A| Infeasible problem (QUADPROG)| | Infeasible SDP| N/A| Infeasible problem (SeDuMi-1.3)| | Moment relaxation| Correct| Successfully solved (SeDuMi-1.3)| | Sum-of-squares| Correct| Successfully solved (SeDuMi-1.3)| | Bilinear SDP| N/A| No suitable solver| ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
注意,yalmip会自动根据问题选择合适的求解器,由于我只装了SeDuMi,因此调用了SeDuMi求解。