[Clp] quadratic problem solver in clp

John Forrest john.forrest at fastercoin.com
Sun Jul 12 15:24:00 EDT 2015


By my standards (low), the testQP example is not too bad.

loadQuadraticObjective loads in the quadratic part.

Interior point is probably more reliable.

John Forrest
On 10/07/15 17:41, jambulat at bk.ru wrote:
> Hi all,
>
> I need to solve quadratic problem ( minimize x'Hx + cx ). Is it
> possible with the CLP package? I looked through the file
> examples/testQP.cpp and I haven't found in it something about setting
> Hessian matrix. Can I find some more detail example?
>
> Sincerely yours,
> Jambulat
>
>
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