Active set method for solving QP

Answered

Suryabhan Singh Hada

• April 21, 2022 23:59
• Edited

I am working on a problem, which requires solving multiple similar QPs. For each QP only the parameters of the objective function change, but the constraints remain the same. In this case, I think a warm start to QP would be very helpful with runtime. However, Gurobi does not support a warm start for QPs with their barrier method. Is there any way to achieve a warm start for QPs? 

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• 

  Jaromił Najman

  Gurobi Staff

  • April 25, 2022 15:47

  It is not possible to warm start the (convex QP) barrier algorithm in Gurobi.
  However, for convex QPs, it is often possible to warm start the QP Simplex algorithm (Method=0|1) as long as you don't change the quadratic part of the objective function.

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