Ronan Fleming
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Latest activity by Ronan Fleming-
Ronan Fleming commented,
Hi Eli, I am getting issues with optimality conditions apparently not being satisfied by possibly atypical QP problems. https://groups.google.com/g/cobra-toolbox/c/Ikj7DE8hyzo Please can you email ...
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Ronan Fleming commented,
Hi Eli, yes, I will do that. In the meantime, please can you express the full test of optimality conditions, in the general case, where reduced cost is shown and where there may be <, >, and = in t...
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Ronan Fleming commented,
Hi Eli, this problem: https://we.tl/t-ZmYYulnPlE I solve like this: resultgurobi = gurobi(gurobiQP,params); Then test for stationarity like this: res = (2*gurobiQP.Q*resultgurobi.x + gurobiQP.obj) ...
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Ronan Fleming commented,
Hi Eli, with the code below, I can recover your solutions. In the next post, I have a more complicated example, where there are Ax \ge b constraints. Regards, Ronan %tests if Gurobi correctly solve...
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Ronan Fleming commented,
Hi Eli, that helped a lot. For two out of these 3 problems, gurobi is giving different solutions to cplex and pdco. Some of them are extreme cases where either c is zero or F is zero. What solution...
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Ronan Fleming commented,
Hi Eli, most theory in quadratic optimisation assumes that the objective function is \( \frac{1}{2} x^\top Q x + c^\top x \) because the gradient thereof is \( Q x + c \) and it seemes like the lat...
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Ronan Fleming created a post,
Optimal objective from a simple QP problem:
Answered% set up QP problemQPproblem.Q = [8, 1; 1, 8]; QPproblem.c = [3, -4]'; QPproblem.A = [1, 1; 1, -1]; QPproblem.b = [5, 0]';QPproblem.lb = [0, 0]';QPproblem.ub = [inf, inf]';QPproblem.x0 = [0, 1]'; %...