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26 lines
648 B
26 lines
648 B
4 years ago
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%--------------------------
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% @Author: Jingqiao Hu
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% @Date: 2021-01-08 17:00:14
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% @LastEditTime: 2021-01-10 09:07:05
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%--------------------------
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function x = quadratic_programming(A, b, Q_obj)
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% 1. compute initial feasible solution
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warning('off','all')
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x0 = A \ b;
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warning('on','all')
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% 2. compute null-space matrix Z
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[~, SpRight] = spspaces(A, 3, 10^-10);
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Q = SpRight{1};
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J = SpRight{3};
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Z = Q(:,J); % null-space matrix of A
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% Z = null(full(A)); % slow version
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% 3. compute step \omega
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L = Z' * Q_obj * Z;
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rhs = - Z' * Q_obj * x0;
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omega = L \ rhs;
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x = x0 + Z * omega;
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end
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