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

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Saad

Posts: 24
Registered: 11/26/12
Re: quadprog too slow
Posted: Nov 28, 2012 10:09 AM
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"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 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



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



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