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Questions related from Soufyan Zayo
It seems that the quadprog function of MATLAB, the (conventional) interior-point algorithm, is not fully exploiting the sparsity and structure of the sparse QP formulation based on my results. In...
23 March 2020 4,175 3 View
I have rewritten an MPC problem to a QP formulation. The QP solvers quadprog and Gurobi, which uses the interior-point algorithm, give me the same objective function value and optimized values...
23 March 2020 5,197 2 View
I am trying to solve a QP problem. Does anybody know the differences between the interior-point-convex algorithm of quadprog and the barrier method of Gurobi in terms which kind of matrices can...
11 March 2020 6,086 3 View
In order to get a better conditioned A matrix, the absolute mean of the eigenvalues of the A matrix should be one (all eigenvalues are between -1 and 1, so within the unit circle and the absolute...
22 February 2020 10,071 5 View
Hi all, I am solving a lineair constrained MPC problem, which could be seen in the attached image. In this optimal control problem Q and R are both symmetric positive definite matrices. When I...
08 February 2020 3,907 3 View
02 February 2020 5,883 5 View