[Ipopt] Is IPOPT ok for small quadratic problem ?
Antonello Lobianco
antonello at lobianco.org
Thu Jan 16 11:15:16 EST 2014
Hello,
I develop in C++ a scientific model where I already use IPOPT (together
with ADOL-C and ColPack) to solve a large nonlinear problem.
Now I need, in an other part of the model, to solve many (~10,000 per
simulation year) small quadratic problems of this form:
min
sum_i sum_j a_{i,j} x_i x_j
s.t.
sum_i x_i = 1
x_i >= 0
sum_i x_i b_i = c
with i=j ~ 10 and a_{i,j} >=0 for i = j
Do you suggest me to use IPOPT also for these problems or would it be
better to use a solver that is specialized in small quadratic programming
(little initialisation costs) ?
Thanks,
Antonello
--
Antonello Lobianco
AgroParisTech, Laboratoire d'Economie Forestière
14 Rue Girardet - 54000 Nancy, France
Tel: +33.383396865
Email: antonello.lobianco at nancy.inra.fr
http://antonello.lobianco.org
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