[Ipopt] Quadric programming - Markowitz portfolio model

[Adam Tulejko]

Hi everyone,

I want to solve quadric programming problem which is optimization of
Markowitz portfolio. I wonder whether Ipopt is the best (or one of the best)
tool for quadric programming. What is the quality of solutions in comparison
to Generalized Reduced Gradient algorithm, which is used in Microsoft Excel?
Are there significant differences in speed?

Thanks in advance,
Adam Tulejko
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