Quadratic Programming?

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  1. #1
    NullPointerException rock's Avatar
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    Quadratic Programming?

    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

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  2. #2
    NullPointerException rock's Avatar
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    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.

    Open Source is free like a puppy is free.

    It's only when you look at an ant through a magnifying glass on a sunny day that you realise how often they burst into flames.

    Understanding Evolution

  3. #3
    Master of the obvious Adisharr's Avatar
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    Geez I was just about to post the solution until I realized I don't know what your talking about
    ...WAIT FOR IT

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