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Saad
Posts:
23
Registered:
11/26/12


Re: quadprog too slow
Posted:
Nov 28, 2012 10:09 AM


"Saad" wrote in message <k935lf$ele$1@newscl01ah.mathworks.com>... > "sally" wrote in message <jtkm0j$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 interiorpointconvex. > > If you have only bounds, or only linear equalities, use trustregionreflective. > > If you have a nonconvex problem that does not satisfy the restrictions of trustregionreflective, use activeset. > > > > > > "Min " <aliensunmin@gmail.com> wrote in message <gcdn8b$6pn$1@fred.mathworks.com>... > > > Hi Johan, > > > > > > Clpmex seems to need a license. Therefore, bpmpdmex might be the only free option for largescale sparse QP problems. > > > However, the bpmpdmex that I downloaded only has a precompiled 32bit linux version. > > > Do you know how to compile bpmpdmex for a 64bit linux machine? The reason I can'y compile it is because I do not find the source code of bpmpd and any documents on using bpmpdlib. > > > > > > Best, > > > MS > > > > > > > > > "Johan L?fberg" <loefberg@control.ee.ethz.ch> wrote in message <g1m7o1$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
I finally found the answer to my problem and I found that the function QPC (free of use for acamedia) solve my quad programming issue.....
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Solvers.QPC
The reason why I used it, is because quadprog was too slow and sometimes it didnt give me any output even though the optimization problem I had seemed to perfectly fit the problem that the function solves. Hope this will help others matlab users



