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Re: quadprog too slow
Posted:
May 27, 2008 8:58 AM


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. >



