Bo Yang
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Bo Yangさんの最近のアクティビティ-
Bo Yangさんがコメントを作成しました:
One more question. Is there a way to estimate how much memory Gurobi needs to solve a QP (with IPM)? Thank you! Best, Bo
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Bo Yangさんがコメントを作成しました:
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...
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Bo Yangさんが投稿を作成しました:
Gurobi uses much less memory than I expected
回答済み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...
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Bo Yangさんがコメントを作成しました:
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 ...
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Bo Yangさんが投稿を作成しました:
About the Cholesky decomposition in the barrier method
回答済み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...
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Bo Yangさんが投稿を作成しました:
Numerical Problem encountered and Gurobi can't solve the model
回答済み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 ...
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Bo Yangさんがコメントを作成しました:
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.
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Bo Yangさんが投稿を作成しました:
Does the barrier method for LP automatically start from the dual problem?
回答済み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...
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Bo Yangさんが投稿を作成しました:
What is the Kappa attribute?
回答済み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...
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Bo Yangさんが投稿を作成しました:
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...