Soufyan Zayou
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Recent activity by Soufyan Zayou
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...

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...

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 ...

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...

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 ...

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 ...

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...

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...

Hi Silke, Thanks for your response. I have still a couple of questions based on your answer. Which numerical properties may change when you use scaling? Could you give examples? Furthermore, you sa...

This is the output file, where it is stated that is a suboptimal solution. Does anyone know what is wrong? Gurobi Optimizer version 9.0.0 build v9.0.0rc2 (win64)Optimize a model with 1200 rows, 600...