內(nèi)容來自官方文檔：The MOSEK optimization toolbox for MATLAB manual
Solve linear optimization problems using either an interior-point or a simplex optimizer.
mosek的linprog函數(shù)代替了matlab自帶的函數(shù)，功能一樣：
command line：x = linprog(f,A,b,[],[],l); ? ? ?
problem： min f'*x ? ? st. A*x <= b ?&& l <= x焙贷；
Solve conic quadratic and semidefinite optimization problems.
線性目標(biāo)败潦，線性約束枉侧，加上約束：x向量的取值范圍在一個(gè)錐形區(qū)域（這個(gè)表達(dá)式一般為z>=dist(x,y)）
Solve convex quadratic optimization problems.
二次：目標(biāo)是二次函數(shù)吉拳，線性約束瘟则；
凸：二次矩陣Q對稱半正定（positive semidefinite）鱼响，i.e. Q對稱阱当；Q的特征值都非負(fù)
command：quadprog
Handle convex quadratic constraints.
同上
Solve mixed-integer optimization problems, including linear, convex quadratic and conic quadratic problems.
混合整數(shù)規(guī)劃：x中的一些分量是整數(shù)
Solve linear least squares problems with linear constraints.
線性最小二乘問題：目標(biāo)是2范數(shù)/1范數(shù)；約束為線性
lsqlin：Minimizes a least-squares objective with linear constraints.
lsqnnonneg：Minimizes a least-squares objective with nonnegativity constraints.
Solve linear??and??norm minimization problems.
同上
Solve linearly constrained entropy optimization problems.
熵優(yōu)化問題：x中某些項(xiàng)是x*lnx形式的
Solve geometric programming problems (posynomial programming).
幾何優(yōu)化：目標(biāo)函數(shù)和約束條件都是如下形式：
Solve separable convex optimization problems.
Read and write industry standard MPS files.
