I have a C++ program/model that in some parts already use IPOPT (with ADOL-C and ColPack) to solve some pretty large non linear problems.
Now in an other part of the program I need to solve a large amount (tens of thousand) of small quadratic problems.
I'd like to have your suggestion if you think it should be more efficient to use again IPOPT, that it is very good for large generic non-linear problems but it seems it takes too much to initialise or if you think it should be better to use a specialized quadratic programming solver that is particularly fast for small problems (and in that case a name would be appreciated).
For completeness my quadratic problem is:
min: sum_i sum_j a_i,j x_i x_j sub sum_i x_i = 1 x_i >= 0 sum_i x_i b_i = c
with i=j ~ 10
Problems are independent.