Which quadprog algorithms use the initial point?

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Seth
Seth 2012-10-31
The description of quadprog's "Initial Point" argument says that it works with "some quadprog algorithms". Does this mean with all but interior-point-convex? Does the trust-region-reflective algorithm use the initial point?
I am using quadprog with trust-region-reflective, and my initial point does not seem to be affecting it. It's probably something I'm doing wrong, but I first wanted to double check that it should take my initial point.

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Matt J
Matt J 2012-10-31
The documentation here is indeed not very clear, but it looks like only the interior-point algorithm generates its own initial point.
What affect of the initial point are you hoping to see? Obviously if your quadratic objective is convex, there should be no, or little, affect on the solution.

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Seth
Seth 2012-10-31
Thanks, then I should be going in the right direction. I'm running a simulation that takes the result of one time step and sets it as the initial point of the next time step. From the paper I'm implementing, that should help speed up my solution.

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