[Coin-lpsolver] quadratic objective
Matthew Guthaus
mguthaus at eecs.umich.edu
Tue Aug 30 11:14:31 EDT 2005
I know there's been messages on this before, but I'm confused what
works, what is implemented but not tested, etc.
As far as I can tell, there are several methods to solve QP objective
problems:
ONE WAY
solvectl.setSolveType(ClpSolve::useDual); // very fast, but
getObjValue is always 0
-OR-
solvectl.setSolveType(ClpSolve::usePrimal); // slower, but
getObjValue looks reasonable (different than CPLEX)
-OR-
solvectl.setSolveType(ClpSolve::useBarrier); // very slow
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
ANOTHER WAY
model.nonlinearSLP(100,1.0e-4); //
However, none of these methods get the same cost solution as CPLEX...
what is the preferred method?
Thanks,
Matt
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