[Coin-lpsolver] quadratic programming help

[Brady Hunsaker]

Cho Moon wrote:
> My apologies if this question has already been answered before…
> 
>  
> 
> Does OSI support quadratic objective functions?
> 

Cho,

I didn't see a response to your question yet.

OSI does not support quadratic objective functions at this time.  It 
seems unlikely that it will do so in the near future.  The intent of OSI 
is to interface LP solvers;  there is enough variation dealing with 
simplex versus interior-point solvers and trying to extend to linear IP 
solvers.

However, I believe that CLP, the COIN-OR LP solver, does support some 
quadratic programs.  You can look at the doxygen documentation at
http://www.coin-or.org/Doxygen/Clp/hierarchy.html

Unfortunately, I don't know of good introductory documentation for the 
quadratic functionality.

Brady

-- 
Brady Hunsaker
Assistant Professor
Industrial Engineering
University of Pittsburgh
http://www.engr.pitt.edu/hunsaker/