Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  cplexqcp without cell array or struct vectors

    Posted 10/11/17 04:57 PM

    Originally posted by: ramTn


    Hi, 

    I have a question about cplexqcp in matlab. The problem that I am trying to solve consists of several sparse quadratic constraints. Is there a way to avoid defining "cell arrays" or "struct vectors" for using cplexqcp?

    For example, can I stack all of the matrices Q{1}, Q{2}, ... Q{m}, in a huge "n^2 by n" sparse matrix and give it to cplexqcp?

    In my problem m = 53000 and it takes a few minutes to reformulate the constraints in "cell array" or "struct vector" formats.

    Thank you in advance for your help.

     


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  • 2.  Re: cplexqcp without cell array or struct vectors

    Posted 10/16/17 03:12 AM

    Would it be an option to use the class API instead of the toolbox API? In the class API you can add quadratic constraints one by one.


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