[Ipopt] Suggestions for a quadratic programming solver?

[Thomas Vacek]

I assume you mean convex QP.  Ipopt is fine for that.  Every IPM QP
solver needs the matrices you mention, but Ipopt in its full generality
makes coding a bit trickier than it has to be.

If you use it, there are options you might want to set:
hessian_constant='yes';
jac_c_constant='yes';
jac_d_constant='yes';
mehrotra_algorithm = 'yes';

If you have a Matlab optimization toolbox license, the quadprog
interior-point-convex algorithm is a good choice.


On 02/07/2013 08:58 AM, Antonello Lobianco 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)..
>
> Any suggestions? I would prefer to find an open source fast QP solver
> working on Linux/Win (MinGW).
>  Thank you...
>
> -- 
> Antonello Lobianco
> INRA, Laboratoire d'Economie Forestière
> 14 Rue Girardet - 54000 Nancy, France
> Tel: +33.652392310
> Email: antonello.lobianco at nancy-engref.inra.fr
> <mailto:antonello.lobianco at nancy-engref.inra.fr>
> http://antonello.lobianco.org <http://antonello.lobianco.org/>
>
>
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