<br><font size=2 face="sans-serif">Mauro,</font>
<br>
<br><font size=2 face="sans-serif">The answer is yes - although it is not
yet as robust as linear.</font>
<br>
<br><font size=2 face="sans-serif">There is a sequential LP solver which
can theoretically solve more complex objective functions (if the user provides
the ClpObjective class). This is useful as a "crash" to
the simplex quadratic solver which may one day be extended to more general
objective functions. There is also a quadratic barrier solver which
will probably be the fastest. The default ordering code is not very
good but this does not seem to matter on many quadratic problems and you
can always download a better one from other sites.</font>
<br>
<br><font size=2 face="sans-serif">There is not a good sample at present
although there is something round about line 1311 of Clp/test/unitTest.cpp.
If you have an mps file (QUADOBJ before ENDATA followed by objective)
you can play with clp. I would suggest switching off presolve as
it is not completely tested for QP and maybe switch off scaling as it seems
to be a bit slower.</font>
<br>
<br><font size=2 face="sans-serif">try</font>
<br>
<br><font size=2 face="sans-serif">clp model.mps -presolve off -scaling
off -primals</font>
<br><font size=2 face="sans-serif">or</font>
<br><font size=2 face="sans-serif">clp model.mps -presolve off -scaling
off -barrier</font>
<br><font size=2 face="sans-serif">or</font>
<br><font size=2 face="sans-serif">clp model.mps -presolve off -scaling
off -slp 50 -primals</font>
<br>
<br><font size=2 face="sans-serif">to play with different options.</font>
<br>
<br><font size=2 face="sans-serif">If you have problems contact me. I
may even create a new sample.</font>
<br>
<br><font size=2 face="sans-serif">John Forrest</font>
<br>
<br>
<br>
<br>
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<tr valign=top>
<td width=40%><font size=1 face="sans-serif"><b>Mauro Scarioni <75824002@it.ibm.com></b>
</font>
<br><font size=1 face="sans-serif">Sent by: coin-lpsolver-admin@www-124.southbury.usf.ibm.com</font>
<p><font size=1 face="sans-serif">10/12/2004 02:39 PM</font>
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<div align=right><font size=1 face="sans-serif">To</font></div>
<td valign=top><font size=1 face="sans-serif">coin-lpsolver@www-124.southbury.usf.ibm.com</font>
<tr>
<td>
<div align=right><font size=1 face="sans-serif">cc</font></div>
<td valign=top>
<tr>
<td>
<div align=right><font size=1 face="sans-serif">Subject</font></div>
<td valign=top><font size=1 face="sans-serif">[Coin-lpsolver] quadratic
programming</font></table>
<br>
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<tr valign=top>
<td>
<td></table>
<br></table>
<br>
<br>
<br><font size=2><tt><br>
<br>
<br>
<br>
<br>
I'm interested to develop an application using quadratic programming (like<br>
a Markovitz model). At the present this application is working in prototype<br>
mode with OSL.<br>
<br>
Is CLP able to solve quadratic programming (linear constraint & convex<br>
objective) ?<br>
<br>
I find in COIN a method readQuadraticMps, but i'm not able to use it.<br>
Can you help me with a sample?<br>
<br>
Thank in advance<br>
<br>
Mauro<br>
<br>
<br>
Mauro SCARIONI<br>
IBM Italia - BCS Finance<br>
Circonvallazione Idroscalo<br>
20090 Segrate<br>
Telefono 02-5962-5621<br>
Mobile 335-7248615<br>
<br>
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</tt></font>
<br>