Soufyan Zayou
- 合計アクティビティ 27
- 前回のアクティビティ
- メンバー登録日
- フォロー 0ユーザー
- フォロワー 0ユーザー
- 投票 5
- サブスクリプション 6
アクティビティの概要
Soufyan Zayouさんの最近のアクティビティ-
Soufyan Zayouさんがコメントを作成しました:
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...
-
Soufyan Zayouさんがコメントを作成しました:
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...
-
Soufyan Zayouさんが投稿を作成しました:
Why is Gurobi is not fully exploiting the sparsity and structure of the sparse QP problem?
It seems that the barrier algorithm of Gurobi is not fully exploiting the sparsity and structure of the sparse QP formulation. Does someone have a reason for that? In Model Predictive Control, th...
-
Soufyan Zayouさんが投稿を作成しました:
Barrier algorithm; what kind of matrices can it handle the best (sparse or dense, large or small problems)?
Hi, I have some general questions about the barrier algoritm that Gurobi uses to solve a QP. For which type of problems does the algorithm work the best? Large-scale systems or small-scale systems?...
-
Soufyan Zayouさんがコメントを作成しました:
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 ...
-
Soufyan Zayouさんがコメントを作成しました:
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...
-
Soufyan Zayouさんがコメントを作成しました:
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 ...
-
Soufyan Zayouさんがコメントを作成しました:
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 ...
-
Soufyan Zayouさんがコメントを作成しました:
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...
-
Soufyan Zayouさんがコメントを作成しました:
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...