Bo Yang
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Latest activity by Bo Yang
Bo Yang commented,
One more question. Is there a way to estimate how much memory Gurobi needs to solve a QP (with IPM)? Thank you! Best, Bo

Bo Yang commented,
Hi Jaromil, Thank you very much for the reply. Do you mind providing more information on how Gurobi reduces the size of the matrix? Besides, I'm also confused by another Gurobi performance. Whe...

Bo Yang created a post,
Gurobi uses much less memory than I expected
AnsweredDear Community, I'm using Gurobi (interior point method) to solve a simple convex QP. The problem is as follows: min 1/2 (Ax + By  c)^2s.t. x>=0. where x and y are both variables. A is an identity...

Bo Yang commented,
Hi Jaromil, Thank you for the response. Actually I'm referring to C.4.1 where the authors mention that using the block elimination to the banded and diagonal matrices can significantly benefit the ...

Bo Yang created a post,
About the Cholesky decomposition in the barrier method
AnsweredHello, I'm curious why Gurobi uses Cholesky decomposition to solve the linear system in the barrier method, instead of Gaussian elimination. In the Appendix C of the book Convex Optimization., Boyd...

Bo Yang created a post,
Numerical Problem encountered and Gurobi can't solve the model
AnsweredDear Sir/Madam, I encountered a numerical problem while solving a LP with the barrier method. If I don't open the homogeneous barrier method, the barrier method can't converge. The model seems not ...

Bo Yang commented,
I also want to ask if the matrix A is full column rank (given m>>n), would Gurobi benefit from this condition? Thank you for your answer.

Bo Yang created a post,
Does the barrier method for LP automatically start from the dual problem?
AnsweredDear Sir/Madam, I have a question on how Gurobi solve the LP with barrier method. My LP has much more constraints than the variables. That is, the m by n coefficient matrix A has m>>n. So in the ba...

Bo Yang created a post,
What is the Kappa attribute?
AnsweredDear Sir/Madam, I'm trying to measure the illconditioning of my LP. The manual says the Kappa value could reflect whether the LP is illconditioned. But I'm not sure how you define the Kappa. Is i...

Bo Yang created a post,
Solving thousands of QP parallelly on a machine
Dear all, I need to solve 10 thousand small and independent quadratic programs in each iteration of my algorithm. Gurobi could solve each QP within 0.06s but it still takes roughly 15 mins to finis...