[Ipopt] Suggestions for a quadratic programming solver?

[Sebastian Nowozin]

Hi Antonello,

On Thu, Feb 7, 2013 at 2:58 PM, Antonello Lobianco
<antonello at lobianco.org> wrote:

> Hello.. I use normally ipopt but for a project I need a solver for a
> Quadratic Problem (so I don't need to pass all the extra-information for
> general nonlinear programming.. hessian, jacobian..)
>
> For LP I use GLPK, but I am now lost on what to use for QP.. within the
> COIN-OR projects I can see Clp, but from the manual I got that QP is not at
> his core...
> Then I found JOptimizer, but again I have no idea of the performances nor
> how it will be easy to link a java program from a C++ program (I never used
> Java)..

I searched for a good free QP solver some time ago and basically
concluded that there is none.

BPMPD is an excellent solver that is free to use but closed-source.
As for commercial solvers I can recommend Mosek, so if you are a
student or for personal use, you may be able to use that.

Also, you may be able to find some simplex based methods for QP but in
my experience the only solvers that are able to solve larger general
QPs well are interior-point based solvers.  For specialized QP's such
as the QPs that appear in some machine learning problems there are
good free implementations.

Good luck and let me know if the situation has changed since I looked,
Sebastian