什么是量化工具yalmip?yalmip的安装方式?

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。

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