Zohar Levi
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Activity overview
Latest activity by Zohar Levi-
Zohar Levi commented,
From a closer look, indeed the quadcon wasn't the culprit.Thanks
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Zohar Levi commented,
I tried:Set parameter FeasibilityTol to value 1e-09 Set parameter OptimalityTol to value 1e-07 Set parameter BarHomogeneous to value 1 Set parameter Presolve to value 0 Warning for adding variables...
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Zohar Levi commented,
Mosek, e.g. (untested):clear prob; K = 4; % number of cones d = 2; % dimension of x inside each cone (so cone size = d+1 = 3) n = K*(d+1); % total variables % Objective: mini...
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Zohar Levi created a post,
How to formulate the SOC constraint ‖A x + b‖₂ ≤ t as a convex quadcon in MATLAB?
AnsweredI’m using Gurobi from MATLAB, which only exposes linear constraints and quadratic constraints (`model.quadcon`) with the requirement that the quadratic form be convex (Q ⪰ 0). I need to model the s...
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Zohar Levi created a post,
Warning: to get QCP duals, please set parameter QCPDual to 1
AnsweredI don't want the duals, and I set QCPDual to 0. Why is this a warning?
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Zohar Levi created a post,
Vectorize quadcon in matlab for many cones
AnsweredI have a socp with millions of cones.It seems that currently, it's only possible to add a quadcon one-by-one in a loop. This is effective only for small problems:Moreover, a formulation of a cone m...
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Zohar Levi commented,
I thought about it, and zip compresses a 40mb to 2mb. Still, NEOS complains that the file is too large since it's probably extracts it.
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Zohar Levi commented,
Thanks for checking.The neos-server has a limit of 16mb on the file size.
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Zohar Levi created a post,
A test problem
AnsweredCan someone please check if gurobi solves the following model in a reasonable time?https://drive.google.com/file/d/1EraE4nnpC1bIUomcI8waVVKmjIdHAMim/view?pli=1Is there an online service, where I ca...
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Zohar Levi commented,
It works, thanks.