Zohar Levi

  • Total activity 53
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Posts

Recent activity by Zohar Levi Recent activity Votes

  • How to formulate the SOC constraint ‖A x + b‖₂ ≤ t as a convex quadcon in MATLAB?

    Answered

    I’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...

    Zohar Levi Edited 2 followers 4 comments 0 votes

  • Warning: to get QCP duals, please set parameter QCPDual to 1

    Answered

    I don't want the duals, and I set QCPDual to 0. Why is this a warning?

    Zohar Levi 2 followers 2 comments 0 votes

  • Vectorize quadcon in matlab for many cones

    Answered

    I 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...

    Zohar Levi 3 followers 4 comments 0 votes

  • A test problem

    Answered

    Can 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...

    Zohar Levi 2 followers 4 comments 0 votes

  • LP with only equality constraints

    Answered

    How do I optimize it efficiently? Gurobi treats it as a standard LP (runs barrier/simplex). Update: I'm not sure about my expectation anymore. The problem is min c'x s.t. Ax=b. The KKT system is un...

    Zohar Levi Edited 3 followers 3 comments 0 votes

  • cookie for a day

    Answered

    It seems that the site remembers my login only for a day and requests it afterwards. Said login go smoothly when I reply to a message, and I need to do it a couple of times until it "gets me." The ...

    Zohar Levi 4 followers 5 comments 0 votes

  • warm start LP solver in matlab

    Answered

    Is it possible, or do I need c++ for that? https://www.gurobi.com/documentation/9.5/refman/lpwarmstart.html    

    Zohar Levi 3 followers 3 comments 0 votes

  • linprog in c++

    Ongoing

    How do I translate matlab's example linprog.m into c++? Specifically, translate     model.A = A;   model.obj = c;   model.modelsense = 'Min';   model.rhs = b;   model.sense = [ '<' ];    gurob...

    Zohar Levi 3 followers 8 comments 0 votes

  • Limit solutions for an LP

    Answered

    I have a large linear program that takes 10 seconds, which is too long. I'd like to limit it and get a solution that is feasible but not necessarily optimal. For a mix-int problem, there's the para...

    Zohar Levi Edited 4 followers 9 comments 0 votes

  • Methods for solving binary LP

    Ongoing

    Can you venture an opinion on the following: Methods for binary linear programming - Mathematics Stack Exchangehttps://math.stackexchange.com/questions/4504572/methods-for-binary-linear-programming

    Zohar Levi 3 followers 5 comments 0 votes