Documentation

quadprog supports code generation using either the codegen (MATLAB Coder) function or the MATLAB Coder app. You must have a MATLAB Coder license to generate code.

The target hardware must support standard double-precision floating-point computations. You cannot generate code for single-precision or fixed-point computations.

Code generation targets do not use the same math kernel libraries as MATLAB solvers. Therefore, code generation solutions can vary from solver solutions, especially for poorly conditioned problems.

quadprog does not support the problem argument for code generation.

[x,fval] = quadprog(problem) % Not supported

All quadprog input matrices such as A, Aeq, lb, and ub must be full, not sparse. You can convert sparse matrices to full by using the full function.

The lb and ub arguments must have the same number of entries as the number of columns in H or must be empty [].

For advanced code optimization involving embedded processors, you also need an Embedded Coder^® license.

You must include options for quadprog and specify them using optimoptions. The options must include the Algorithm option, set to 'active-set'.

options = optimoptions('quadprog','Algorithm','active-set');
[x,fval,exitflag] = quadprog(H,f,A,b,Aeq,beq,lb,ub,x0,options);

Code generation supports these options:

Generated code has limited error checking for options. The recommended way to update an option is to use optimoptions, not dot notation.

opts = optimoptions('quadprog','Algorithm','active-set');
opts = optimoptions(opts,'MaxIterations',1e4); % Recommended
opts.MaxIterations = 1e4; % Not recommended

Do not load options from a file. Doing so can cause code generation to fail. Instead, create options in your code.

If you specify an option that is not supported, the option is typically ignored during code generation. For reliable results, specify only supported options.