QPBench is a self contained API to create dense QP problem with known solution and solves it with 3 included solvers : quadprog, Goldfarb Idnani and CPL from Opti Toolbox. Any user solver can be added for checking purpose or testing. The inclusion of CPL can be considered as a exemple to include any new solver according to quadprog like interface. CPL is originnaly a C code which appears here as mexw64 file and its wrapper. If matlab optimization toolbox is not available, a quadprog like code is included as an interface to matlab freely available qpsub file. Many extensions could be added in the future to produce problem with empty feasible domain, unbounded variables, integers constraints.....
This first version however offers the possiblity to manage the dificulty to solve numerically the computed problems, with or without equality constraints, inequality constraints, and to control how many constraints are active at optimum.
引用格式
Alain Barraud (2024). A Quadratic programming API (https://www.mathworks.com/matlabcentral/fileexchange/124260-a-quadratic-programming-api), MATLAB Central File Exchange. 检索来源 .
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