最小二乘法简单求解（附matlab源代码和过程可视化，容易理解）

## SDPT3 version 4.0: MATLAB/Octave software for semidefinite-quadratic-linear programming ### [Kim-Chuan Toh](http://www.math.nus.edu.sg/~mattohkc/index.html), [Michael J. Todd](http://people.orie.cornell.edu/miketodd/todd.html), and [Reha H. Tütüncü](http://www.math.cmu.edu/~reha/) SDPT3 is a Matlab package for solving convex optimization problems involving linear equations and inequalities, second-order cone constraints, and semidefinite constraints (linear matrix inequalities). This is an *unofficial* repository for SDPT3. The [official SDPT3 site](http://www.math.nus.edu.sg/~mattohkc/sdpt3.html) is administered by [Kim-Chuan Toh](http://www.math.nus.edu.sg/~mattohkc/index.html), co-author of SDPT3 and professor of mathematics at the National University of Singapore. This repo is administered by [Michael Grant](http://cvxr.com/bio), the developer of [CVX](http://cvxr.com/cvx), a modeling framework for convex optimization that uses SDPT3 as a solver. *It is not our intent for this repo to become an independent fork of SDPT3*. To that end: + We will periodically monitor the [official site](http://www.math.nus.edu.sg/~mattohkc/sdpt3.html) for updates, and incorporate any we find into this repo. + Any improvements that we make will be submitted to the authors for inclusion in the official release. Having said that, this distribution *does* differ from the release currently posted on the main site in several ways: + *Preliminary* support for Octave 3.8.0 and later has been added. While we have found that it works well, you should expect an occasional error or incompatibility simple due to a lack of testing. + The installer has been replaced. The new installer will build the MEX files only if they are not already present (or unless a "-rebuild" flag is given). It will also set the MATLAB paths, if necessary. *At this point, Octave users will need to build their own MEX files.* + The ".dll" files have been removed. Those using very old versions of MATLAB will need to rebuild them. The maintainer no longer keeps a version of MATLAB that old, so they can no longer be verified. + The code has been reformatted and cleaned up to eliminate all warnings from MATLAB's Code Analyzer. + Old files that are no longer in use have been removed. (That's what a repo is for!) While you are welcome to submit bug reports on the [GitHub issue page](https://github.com/mcg1969/SDPT3/issues) for this repo, we cannot guarantee that they will be addressed in a timely fashion. This version of SDPT3 is distributed under the GNU General Public License 2.0. For more details, please see the included files [Copyright](https://github.com/mcg1969/SDPT3/blob/master/Copyright) and [GNU\_General\_Public\_License\_v2](https://github.com/mcg1969/SDPT3/blob/master/GNU_General_Public_License_v2). Michael C. Grant [CVX Research, Inc.](http://cvxr.com)