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From: | Meketon, Marc |
Subject: | RE: [Help-glpk] Quadratic Programming |
Date: | Mon, 5 Jul 2010 07:48:16 -0400 |
I believe that primal-dual interior point
algorithms are generally used now for quadratic programming; see, e.g.,
Vanderbei’s book on “Linear Programming: Foundations and
Extensions” Only Andrew can answer if/when quadratic
programming will become a part of GLPK. I had just needed to use separable quadratic
programming a couple of weeks ago, and instead used GLPK with a
piecewise-linear approximation to the quadratic. It was very easy to program
in GMPL. In general, if you use 5 or more “pieces” to
approximate the quadratic, solving by interior point linear programming algorithms
is faster, although in my case the speed up would have been significantly more if
GLPK had the preprocessor for interior point algorithms, or if I had re-written
my GMPL model to take advantage of obvious preprocessor tricks. -Marc From:
address@hidden
[mailto:address@hidden On Behalf Of Manish Jain Hello all, I was going through the forums and realized that quadratic programming
was mentioned as one of the objectives for future releases. I wanted to know how do people implement augmented langragians now
(using a 2-norm augmentation), and when can we expect quadratic programming to
be a part of Glpk? Thanks,
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