>> H = [1099.143 392.1658 2788.983
392.1658 1059.415 3666.027
2788.983 3666.027 99218.91];

>> [X,FVAL,EXITFLAG] = QUADPROG(H,zeros(3,1),-eye(3),zeros(3,1),ones(1,3),1)
Warning: Large-scale method does not currently solve this problem formulation,
using medium-scale method instead.
> In quadprog at 262
Optimization terminated.

X =

0.4855
0.5145
0.0000

FVAL =

367.7176

EXITFLAG =

1

[此贴子已经被作者于2007-3-26 22:55:40编辑过]