sci.op-research

On Feb 15, 2:44 pm, hmob...@gmail.com wrote:
> 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.

Have you tried
http://neos.mcs.anl.gov/neos/solvers/lp:bpmpd/MPS.html
HM