Soufyan Zayou
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Recent activity by Soufyan Zayou-
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...
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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? Large-scale systems or small-scale systems?...
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Model contains large quadratic objective coefficient range.
Hi, I am trying to solve a QP problem. However, I get in my log file a warning that the model contains a large quadratic objective coefficient range. Consider reformulating model or setting Numeric...
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Model contains large quadratic objective coefficient range.
Hi, I am trying to solve a QP problem. However, I get in my log file a warning that the model contains a large quadratic objective coefficient range. Consider reformulating model or setting Numeric...
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Tolerance and constraint parameters
AnsweredHi, I am using Gurobi and Quadprog in Matlab. I want to verify that both optimization software give me the same result. Quadprog is using the interior-point-convex and Gurobi the barrier method. I ...
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Solving QP problem using Gurobi in Matlab wrong optimization results
I'm trying to solve a QP problem using Gurobi in Matlab. For a sparse and dense formulation it works fine, but for the sparse condensed formulation, I get wrong results. Furthermore, I get differen...