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

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Johan Löfberg

Posts: 144
Registered: 12/7/04
Re: quadprog too slow
Posted: May 27, 2008 8:58 AM
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Are the constraints sparse too?

Have you tried an alternative solver, such as clpmex,
bpmpdmex, ooqp

http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php?n=Solvers.Solvers

Sparse problems of size 1000 is solved in ~10 seconds using
clp when I tried it

"hicham bouchnaif" <bouchnaif@gmail.com> wrote in message
<g1gqdq$ns6$1@fred.mathworks.com>...
> 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
> solved.
> 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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