I need to solve a quadratic program in Java which minimizes a sum of squares. The problem is that there are constraints to be satisfied, and so a quadratic optimizer must be used. I've been thinking of using JOptimizer for this.

However, the problem is that the $x^T A x$ term in the quadratic program. There are approximately 1000 variables, so the $A$ matrix will be dense with a million terms. What a waste of memory! Is there a way around having to make this big matrix in any other Java library that solves quadratic programs?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.