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

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Tris

Posts: 67
Registered: 12/13/04
Re: quadprog too slow
Posted: Jul 11, 2012 4:00 PM
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I was able to speed up my solver significantly using the following recommendations from the documentation:

If you have a convex problem, or if you don't know whether your problem is convex, use interior-point-convex.
If you have only bounds, or only linear equalities, use trust-region-reflective.
If you have a nonconvex problem that does not satisfy the restrictions of trust-region-reflective, use active-set.


"Min " <aliensunmin@gmail.com> wrote in message <gcdn8b$6pn$1@fred.mathworks.com>...
> Hi Johan,
>
> Clpmex seems to need a license. Therefore, bpmpdmex might be the only free option for large-scale sparse QP problems.
> However, the bpmpdmex that I downloaded only has a pre-compiled 32bit linux version.
> Do you know how to compile bpmpdmex for a 64bit linux machine? The reason I can'y compile it is because I do not find the source code of bpmpd and any documents on using bpmpdlib.
>
> Best,
> -MS
>
>
> "Johan L?fberg" <loefberg@control.ee.ethz.ch> wrote in message <g1m7o1$dgi$1@fred.mathworks.com>...

> > "hicham bouchnaif" <bouchnaif@gmail.com> wrote in message
> > <g1kut8$g50$1@fred.mathworks.com>...

> > >
> > > > The alternatives are interfaced to MATLAB, or do you mean
> > > > that you won't accept mex?

> > >
> > > no it's just a matter of accuracy, I ll try this OOQP stuff
> > > and see how it works.
> > >
> > > Regards
> > >
> > >

> >
> > Correct, QPC is not applicable due to sparsity. clpmex
> > should work straight out of the box, so will bpmpdmex. I
> > think I had problems obtaining compiled versions of ooqp
> > last time I tried.




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