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<DIV><FONT size=2 face=Arial><SPAN class=129073112-20092011>Hello IPOPT
team,</SPAN></FONT></DIV>
<DIV><FONT size=2 face=Arial><SPAN
class=129073112-20092011></SPAN></FONT> </DIV>
<DIV><FONT size=2 face=Arial><SPAN class=129073112-20092011>I am a new user of
IPOPT. I have a newbie question. I am trying to solve a simple mean
variance quadratic optimization problem of the form</SPAN></FONT></DIV>
<DIV><FONT size=2 face=Arial><SPAN
class=129073112-20092011></SPAN></FONT> </DIV>
<DIV><FONT size=2 face=Arial><SPAN class=129073112-20092011>min(X) - alpha*X +
XCX' </SPAN></FONT></DIV>
<DIV><FONT size=2 face=Arial></FONT> </DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2 face=Arial>I have some bounds
on the variables and no other constraints. I am using the ma27 solver with
no hessian approximation.</FONT></SPAN></DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2
face=Arial></FONT></SPAN> </DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2 face=Arial>For a 2500 variable
problem I do not see IPOPT converging for 10-15 minutes for 3000+ iterations
using default tolerance. As a comparison I can solve the same problem using
the quadprog library in R in much less time. </FONT></SPAN><SPAN
class=129073112-20092011><FONT size=2 face=Arial>I am wondering what I am
doing wrong.</FONT></SPAN></DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2
face=Arial></FONT></SPAN> </DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2
face=Arial>Thanks,</FONT></SPAN></DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2
face=Arial>Swagato</FONT></SPAN></DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2
face=Arial></FONT></SPAN> </DIV>
<DIV><SPAN class=129073112-20092011><FONT size=2
face=Arial></FONT></SPAN> </DIV>
<DIV><FONT size=2 face=Arial></FONT> </DIV>
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