%%
%%%%%%%?以下開始內(nèi)點


clc;
clear;

[?N?T?alpha_wan?beta_wan?gamma_wan?c_qp_MIQP?F_qp_MIQP?A_h?b_h??A_gg??b_gg?A_Gb_G?A_g?b_g]?=?Prob_set（）;

length_l?=?size（A_G1）;??
length_z?=?length_l;
length_w?=?size（A_g1）;
length_u?=?length_w;
length_ll?=?size（A_gg1）;
length_zz?=?length_ll;????
length_y?=?size（A_h1）;

w?=?-ones（length_w1）;
u?=?ones（length_u1）;
z?=?ones（length_z1）;
l?=?ones（length_l1）;
zz?=?ones（length_zz1）;
ll?=?ones（length_ll1）;
y?=?sparse（length_y1）;

x?=?[???0.5*ones（T*N1）;?
????????0.5*ones（T*N1）;
????????0.001*ones（T*N1）;
????????0.5*ones（T*N1）];??%?初始值
length_x?=?4*T*N;


k=0;
sigema?=?0.1;
disp（‘k??????optimalF????????Gap?????????????mu‘）;
tic
Gap=full（-w‘*u+z‘*l?+?zz‘*ll）;


while?k<10000?&&?Gap?>=?1e-4
????
????if?k?==?50?
????????disp（‘----------‘）;
????end
????
????Gap=full（-w‘*u+z‘*l?+?zz‘*ll）;
????optimalF?=?full（c_qp_MIQP‘*?x?+?1/2?*?x‘*?F_qp_MIQP?*?x）;
????mu=sigema*Gap/（（length_l+length_u+length_ll）*2）;
????
????fprintf（‘%d???%8.5d?????%8.5d??????%8.5d\n‘koptimalFGapmu）;
????
????coeMatr?=?[?F_qp_MIQP??????-A_G‘???????????????????-A_g‘?????????????????????sparse（length_xlength_l）??????????sparse（length_xlength_u）??-A_h‘?-A_gg‘?sparse（length_xlength_zz）;...
????????????????-A_G???????sparse（length_zlength_z）?sparse（length_zlength_w）????sparse（diag（ones（1length_z）））?????sparse（length_zlength_u）??sparse（length_z?length_y+length_zz+length_ll）;...
????????????????-A_g???????sparse（length_w?length_z?+?length_w?+?length_l）????????????????????????????????????????????-sparse（diag（ones（1length_w）））??sparse（length_w?length_y+length_zz+length_ll）;...
????????????????sparse（length_llength_x?）??sparse（diag（l））?sparse（length_l?length_w）?sparse（diag（z））???????????????sparse（length_l?length_u+?length_y+length_zz+length_ll）;...
????????????????sparse（length_u?length_x?+?length_z）??-sparse（diag（u））???????????sparse（length_ulength_l）??????????-sparse（diag（w））???????????????sparse（length_u?length_y+length_zz+length_ll）;...
????????????????-A_h???????sparse（length_y?length_z?+?length_w?+?length_l?+?length_u+?length_y+length_zz+length_ll）;...
????????????????-A_gg??????sparse（length_zz?length_z?+?length_w?+?length_l?+?length_u+?length_y+length_zz）???????????sparse（diag（ones（1length_ll?）））;...
????????????????sparse（length_ll?length_x?+?length_z?+?length_w?+?length_l?+?length_u+?length_y）??sparse（diag（ll））??sparse（diag（zz））;...??
????????????????];
???????L_x?=?c_qp_MIQP??-?A_h‘?*?y?-?A_G‘*z?-?A_g‘*?w?-?A_gg‘*?zz;
???????L_z?=?-?（A_G?*?x?-?l?-?b_G）;
???????L_w?=?-（A_g?*?x?+?u?-?b_g）;
???????L_l?=?z.*l?-?mu;
???????L_u?=?-w.*u?-mu;
???????L_y?=?-A_h*x?+?b_h;
???????L_zz?=?-（A_gg?*?x?-?ll?-b_gg）;
???????L_ll?=?zz.*ll?-?mu;
???????
???????K_X_miu?=?-[L_x;??L_z;?L_w;?L_l;?L_u;?L_y;??L_zz;?L_ll?];
???????
???????deltaX?=?coeMatr\K_X_miu;
???????
???????delta_x?=?deltaX（1:length_x）;
???????delta_z?=?delta

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????4605??2018-11-12?14:47??main2.m