Soufyan Zayou

Hi, As compared to simplex, where the method would generally require lots of relatively inexpensive iterations, the barrier will require much fewer iteration but each one of those is much more expe...

Hi, No, it was expected that the computational complexity would scale linearly with the prediction horizon  N, i.e. O(N) for a sparse QP problem, so the slope of the line is linear in logartimic sc...

Hi, Thanks for your response. Still one general question about Gurobi (you maybe know from experience). I have some general questions about the barrier algoritm that Gurobi uses to solve a QP. For ...

Hi,  I have re-scaled the model, but the numerical issues are still present.  Do you have any other options I could try? What did you by the way mean with: border-line with the round-off error in d...

Part 2: In more detail, after some substitution the quadritic part of the optimization problem looks like:  with Z a banded null-space matrix, Omega a diagonal matrix with transpose(H)*Q*H  and R ...

Hi, Thanks for the clarification. I forgot to give you more information. Part 1: The optimization problem I am solving could be seen below: with zi|k = H*xi|k, ui|k the predicted inputs, xi|k the ...

Hello Yuriry, Does the QObjective range specify the range of the elements in the Hessian? Is is somewhat the same as the condition number of the Hessian? The right-hand side of the inequality const...

Hello Yuriy, Thanks for your reply.  I don't really understand the last sentence of your answer: ''indeed, linear algebra --a driving engine, so to speak-- behind the barrier is often more efficien...