So I am now a full time math programming consultant... I will try to post my (technical) notes here. Keeping a searchable list of them will make this useful for me in my daily life.
Could you please tell me a little bit of your personal preference of general QP solver ? Also, do you have any optimization experience using Matlab? Are the build-in algorithm in matlab optimization toolbox enough? Thanks
There are a number of good QP solvers (Cplex, Xpress, Mosek). I have used them all. Matlab's own solvers tend to be a little bit less powerful, but if they are good enough for your problem, I cannot tell.
thanks erwin for your quick response, one more suggestion: why not setting up a space or forum to gather all very useful QA there so that a lot of others can gain from there?
I am a little bit hesitant about that. The comment thing comes automatically with the Google blog facility. I think for the time being I'll stick to that.
Hi erwin,
ReplyDeleteCould you please tell me a little bit of your personal preference of general QP solver ?
Also, do you have any optimization experience using Matlab?
Are the build-in algorithm in matlab optimization toolbox enough?
Thanks
There are a number of good QP solvers (Cplex, Xpress, Mosek). I have used them all. Matlab's own solvers tend to be a little bit less powerful, but if they are good enough for your problem, I cannot tell.
ReplyDeletethanks erwin for your quick response, one more suggestion: why not setting up a space or forum to gather all very useful QA there so that a lot of others can gain from there?
ReplyDeleteI am a little bit hesitant about that. The comment thing comes automatically with the Google blog facility. I think for the time being I'll stick to that.
ReplyDelete