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jc-bao / optimal-control-lecture-notes

Lecture notes for CMU RI course 16-745 Optimal Control 2023. The lecture notes provided here have been organized to ensure a structured and comprehensive understanding.
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❓ How to solve quadratic programming given linear inequality constrains? #4

Open jc-bao opened 1 year ago

jc-bao commented 1 year ago

$$ \min_x \ \frac{1}{2} x^T Q x + q^T x \ \ \ni Q >0 \ \textrm{(Convex)} \ \ni Ax \leq b \ \ni Cx = d $$

jc-bao commented 1 year ago

i.e. how to implement the augmented Lagrangian (since QP problem is simpler than other optimization problem)