The quadratic-programming tag has no wiki summary.
3
votes
2answers
111 views
Quadratic Programming: Quadprog
Given a real-rectangular matrix $S$ and inorder to solve this simple quadratic programming problem:
Minimize $w'S'Sw = ||S w||^2$ over $w$ subject to
$e^Tw = 1$ and $w \geq 0$
using a solver I ...
1
vote
0answers
29 views
Cplex C++ Interface: Repeated calls of setQuadCoef are slow. Is there an alternative?
I noticed that repeated calls of the member function setQuadCoef of the class IloObjective can be prohibitively slow.
The Cplex ...
3
votes
1answer
32 views
Solver for a MIQP with an indefinite coefficient matrix
Do CPLEX or Gurobi handle MIQPs with indefinite coefficient matrices?
The problem I am dealing with has quadratic terms in which one variable is binary and the other variable is continuous. The ...
4
votes
1answer
316 views
Why does MATLAB's quadprog outperform MOSEK for my problem?
For a problem I am trying to solve it appears MOSEK's Quadratic Program solver is 100 times slower than MATLAB's Interior Point solver.
Has anyone encountered this behavior in the past, or maybe ...
2
votes
2answers
212 views
Quadratic program With Linear Constraint vs. Eigen Decomposition Time Complexity-Comparison. Which is faster?
Say I had the choice of choosing one out of the following two optimization problems which I could use to solve my problem. Which choice is the fastest? How much of a trade-off would it be-as in - Is ...
5
votes
2answers
103 views
What is a suitable algorithm for solving a large mixed-integer quadratic program?
I am interested in the solutions of a very large quadratic programming (QP) problem
\begin{align}
\min_{x \in \mathbb{R}^n} & x^T Q x\\
\mathrm{subject\ to} & A x = b\\
& x \in \{0,1\}^n
...
8
votes
2answers
290 views
Calculating Lagrange coefficients for SVM in Python
I'm trying to write a full SVM implementation in Python and I have a few issues computing the Lagrange coefficients.
First let me rephrase what I understand from the algorithm to make sure I'm on the ...
