sci.op-research

On Feb 15, 4:11 pm, Hans Mittelmann wrote:
> On Feb 15, 2:44 pm, hmob...@gmail.com wrote:
>
>
>
> > Hello,
>
> > I am trying to solve a *convex* quadratic problem iin Matlab
> > environment. There is only a single equality constraints and all
> > variables are bounded.
> > I have tried a few solvers, but none was satisfactory.
>
> > 1. cvx : very slow (probably because it is too general)
>
> > 2. quadprog : stops with exit flag set to "Maximum Number of
> > Iterations Reached". I even set this parameter as large as 100000 and
> > still get the same error.
>
> > 3.BPMPD_MEX2.21.1 : Doesn't seem to work correctly. I tried
> > [x,y,s,w,how]=bp([],ones(1,n),1,ones(1,n),0,1:n,zeros(1,n),
> > 1:n,ones(1,n)) which means given n variables bounded between 0 and
> > one, minmize their sum of squares, when the sum of vars is equal to
> > one. It sets how to 'infeasible primal', which is incorrect (the
> > solution must be x(i)=1/n)
>
> > Any recommendation for a good *free* solver?
>
> > Thanks
>
> > H.M.
>
> Have you triedhttp://neos.mcs.anl.gov/neos/solvers/lp:bpmpd/MPS.html
> HM

If you like that but find the platform slow (Sun), I 'll put it on a
faster machine.