Decision Optimization

Decision Optimization

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  • 1.  QP Solver re-optimization

    Posted Sun May 24, 2009 05:33 AM

    Originally posted by: SystemAdmin


    [alex said:]

    CPLEX 10
    Callable Library

    Which QP solver is the best for the following two types of re-optimization:
    1. Objective function modification. (The problem is pure quadratic. Both quadratic and linear terms of objective function are subject to modification. Only the diagonal terms of Q matrix are defined so the problem is separable.)
    2. Constraints addition. (The problem is the same.)

    Which parameter settings can help?

    #CPLEXOptimizers
    #DecisionOptimization


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