Active set method for solving QP

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Suryabhan Singh Hada

2022年04月21日 23:59 編集済み

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I am working on a problem, which requires solving multiple similar QPs. For each QP only the parameters of the objective function change, but the constraints remain the same. In this case, I think a warm start to QP would be very helpful with runtime. However, Gurobi does not support a warm start for QPs with their barrier method. Is there any way to achieve a warm start for QPs? 

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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:39

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Jaromił Najman

  • Gurobi Staff

  2022年04月25日 15:47

  It is not possible to warm start the (convex QP) barrier algorithm in Gurobi.
  However, for convex QPs, it is often possible to warm start the QP Simplex algorithm (Method=0|1) as long as you don't change the quadratic part of the objective function.

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