Display during quadprog solution

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Ameer Marzok
Ameer Marzok 2020-5-29
what is thmeaning of the following line recived during quadprog solution:
Solved 0 variables, 0 equality, and 60 inequality constraints during the presolve.
Does it any give information regarding the matrices size afer the presolve phase?
Thanks,
Ameer

回答(1 个)

Rohan Patel
Rohan Patel 2020-6-19
Hi Ameer,
quadprog solves quadratic objective functions with linear constraints. presolve is an inbuild module which executes internally while using quadprog, in order to remove redundancies and simplify the problem by solving for components that are straightforward.

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