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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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