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Topic: quadprog too slow
Replies: 14   Last Post: Nov 28, 2012 10:09 AM

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hicham bouchnaif

Posts: 5
Registered: 5/27/08
quadprog too slow
Posted: May 27, 2008 7:14 AM
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Hi there
I am trying to solve a quadratic problem with linear
constraints using quadprog function. I get the solution but
it's just too slow .it takes about 10min to get the problem
the problem consists of 1000 (one thousand variables) and
the hessian matrix is a sparse matrix thus I guess the
problem should be solved much faster.
is it possible to make it faster by changing the options.I
tried suitching on the LargeScale option,but nothing
changed. does anyone have any idea?
thanx a lot in advance.

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