I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at erwin@amsterdamoptimization.com.
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