Quadratic Programming?

[rock]

Anyone here an optimization whiz? I've got example QP and NLP problems from a customer who claims they take 35+ minutes to run. So I've set up the 3000 variable QP problem to check and it runs in just 1:45 (actually 1:40 in WinXP-64 w/64-bit j2sdk 1.5) on my A64 3200+.

I think I may have a variable scaling issue, but won't get into more details unless somebody knows what I'm talking about :D

[rock]

Never mind. There's no explicit way to set upper and lower bounds, so I had to reform them into general linear constraints. And I forgot a - sign in the coefficients for the upper bound set.

It takes about 15 minutes now in 32-bit. Only 13 minutes in 64-bit.

[Adisharr]

Geez I was just about to post the solution until I realized I don't know what your talking about :D