Soufyan Zayou
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Latest activity by Soufyan Zayou
Soufyan Zayou commented,
Hi, As compared to simplex, where the method would generally require lots of relatively inexpensive iterations, the barrier will require much fewer iteration but each one of those is much more expe...

Soufyan Zayou commented,
Hi, No, it was expected that the computational complexity would scale linearly with the prediction horizon N, i.e. O(N) for a sparse QP problem, so the slope of the line is linear in logartimic sc...

Soufyan Zayou created a post,
Why is Gurobi is not fully exploiting the sparsity and structure of the sparse QP problem?
It seems that the barrier algorithm of Gurobi is not fully exploiting the sparsity and structure of the sparse QP formulation. Does someone have a reason for that? In Model Predictive Control, th...

Soufyan Zayou created a post,
Barrier algorithm; what kind of matrices can it handle the best (sparse or dense, large or small problems)?
Hi, I have some general questions about the barrier algoritm that Gurobi uses to solve a QP. For which type of problems does the algorithm work the best? Largescale systems or smallscale systems?...

Soufyan Zayou commented,
Hi, Thanks for your response. Still one general question about Gurobi (you maybe know from experience). I have some general questions about the barrier algoritm that Gurobi uses to solve a QP. For ...

Soufyan Zayou commented,
Hi, I have rescaled the model, but the numerical issues are still present. Do you have any other options I could try? What did you by the way mean with: borderline with the roundoff error in d...

Soufyan Zayou commented,
Part 2: In more detail, after some substitution the quadritic part of the optimization problem looks like: with Z a banded nullspace matrix, Omega a diagonal matrix with transpose(H)*Q*H and R ...

Soufyan Zayou commented,
Hi, Thanks for the clarification. I forgot to give you more information. Part 1: The optimization problem I am solving could be seen below: with zik = H*xik, uik the predicted inputs, xik the ...

Soufyan Zayou commented,
Hello Yuriry, Does the QObjective range specify the range of the elements in the Hessian? Is is somewhat the same as the condition number of the Hessian? The righthand side of the inequality const...

Soufyan Zayou commented,
Hello Yuriy, Thanks for your reply. I don't really understand the last sentence of your answer: ''indeed, linear algebra a driving engine, so to speak behind the barrier is often more efficien...