Bo Yang

Dear 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...

Hello, 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...

Dear 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 ...

Dear 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...

Dear Sir/Madam, I'm trying to measure the ill-conditioning of my LP. The manual says the Kappa value could reflect whether the LP is ill-conditioned. But I'm not sure how you define the Kappa. Is i...

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...

I'm building an iterative method based on Gurobi. I want to output the coefficients of the variables to a text file and then read those coefficients from the hard disk when I need them. Currently I...