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Re: Newbie question - sqp solver equality constraints function
From: |
alexegin |
Subject: |
Re: Newbie question - sqp solver equality constraints function |
Date: |
Thu, 22 Jun 2017 12:59:14 -0700 (PDT) |
Hi, Juan Pablo Carbajal-2
Juan Pablo Carbajal-2 wrote
> ... or even better
*
> h = @(x) f - x.' * A * x
*
I tried to implement non-equality constraint function that way and the
result is incredible - it is a *hundred times faster* than the one with the
loop! One hundred, man! It took me so much time to answer because it was
very hard to believe and I was checking the results.
Thank you very, very much!!!
Juan Pablo Carbajal-2 wrote
> Your problem seems quite simple, check using QP (maybe you can render
> it in that form) instead of SQP. Anyways SQP should work.
Maybe I would, but now it seems to me that sqp is doing quite good - I mean
the speed :)
Thank you very much!
--
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- Newbie question - sqp solver equality constraints function, alexegin, 2017/06/21
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/21
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function,
alexegin <=
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/24
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29