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

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Saad

Posts: 25
Registered: 11/26/12
Re: quadprog too slow
Posted: Nov 27, 2012 2:52 PM
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"sally" wrote in message <jtkm0j$rm2$1@newscl01ah.mathworks.com>...
> 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.


Dear All,

I have the same problem with quadprog. It seems that my quaprog gets stuck and doesn't optimize my problem. Could you please give advice on more powerful optimization function. I did read the thread above and I could not find a straight answer as everyone seemed to use different functions. Any advice is most welcome. For example which optimization function can I use as an alternative to gradprog (without the need to compile anything). Thanks again



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