Hello,
I am trying to solve a *convex* quadratic problem iin Matlab
environment. There is only a single equality constraints and all
variables are bounded.
I have tried a few solvers, but none was satisfactory.
1. cvx : very slow (probably because it is too general)
2. quadprog : stops with exit flag set to "Maximum Number of
Iterations Reached". I even set this parameter as large as 100000 and
still get the same error.
3.BPMPD_MEX2.21.1 : Doesn't seem to work correctly. I tried
[x,y,s,w,how]=bp([],ones(1,n),1,ones(1,n),0,1:n,zeros(1,n),
1:n,ones(1,n)) which means given n variables bounded between 0 and
one, minmize their sum of squares, when the sum of vars is equal to
one. It sets how to 'infeasible primal', which is incorrect (the
solution must be x(i)=1/n)
Any recommendation for a good *free* solver?
Thanks
H.M.