Haoxiang li
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Latest activity by Haoxiang li-
Haoxiang li commented,
ok, I'll try then. One more question. Since I want to use QP solver many times, is there any other suggestion to accelerate the optimization speed? I'm wondering if some operation (like initiating ...
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Haoxiang li commented,
Yes, the QP optimization is actually a part of a larger context. Do you mean it does not support warm-start in the QP barrier method? Even if I change GRB_DoubleAttr_Start, it still cannot affect t...
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Haoxiang li created a post,
Is it possible for QP method to change the target function dynamically?
OngoingI'm trying QP solver now. And I'm curious about if we can change the objective function in each iteration. If so, how to deal with it? is it possible to add a callback function and change the objec...
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Haoxiang li commented,
ok, that makes sense. Thank you for helping me!
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Haoxiang li commented,
ok, I'll try them later. But I'm curious that some other solvers claim they can handle non-PSD quadratic programming. Why gurobi solver has to convert the problem to a MIP problem? is there any the...
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Haoxiang li commented,
Hi, Najman. I have tried just now. When setting GRB_IntParam_NonConvex=2, the gurobi solver decided to solve as a MIP, and the speed was too slow. Any more ideas for solving non-PSD quadratic progr...
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Haoxiang li commented,
ok, thank you very much. I'll have a try. really thanks for your help
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Haoxiang li commented,
Thank you very much for your fast reply. One more question, is gurobi able to handle the non-PSD problem? I have tried one, but it returns like this: Error code = 10020Objective Q not PSD
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Haoxiang li created a post,
initial value of quadratic programming.
AnsweredI wonder whether the initial value will affect the result of quadratic programming. If so, how to set the initial value in c++?