Soufyan Zayo

6 Questions 12 Answers 0 Followers

Questions related from Soufyan Zayo

Why does the conventional QP solver quadprog of MATLAB using the interior-point algorithm not fully exploit the sparse structure of matrices?

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 4,174 3 View

How is it possible to get the same optimized values x, but a different objective function value using different QP solvers?

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 5,194 2 View

What is the difference between the interior-point-convex of quadprog and the barrier method of Gurobi? And the difference between these two and GPAD?

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 6,085 3 View

How to scale the time of a discrete-time state-space model in order to get a better conditioned model (how to do it for a continuous model is known)?

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 10,070 5 View

Lineair constrained MPC problem (tracking problem); should the objective function value be negative?

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

How to scale the time of a discrete-time state-space model in order to get a better conditioned model (how to do it for a continuous model is known)?

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...

02 February 2020 5,882 5 View