MOSEK的quadprog比matlab慢

时间:2012-08-31 12:10:07

标签: matlab mosek quadprog

我正在使用MOSEK的quadprog。当我运行它时,我得到以下输出,然后我看不到任何进展(等待10分钟):

Setting int param MSK_IPAR_LOG_INTPNT to 1
Setting int param MSK_IPAR_LOG_SIM to 1
Setting int param MSK_IPAR_LOG_BI to 1
Setting int param MSK_IPAR_LOG_PRESOLVE to 1
Setting int param MSK_IPAR_INTPNT_BASIS to 0

MOSEK Version 6.0.0.141 (Build date: 2012-7-27 07:08:39)
Copyright (c) 1998-2012 MOSEK ApS, Denmark. WWW: http://www.mosek.com

Computer   - Platform               : Windows/64-X86  
Computer   - CPU type               : Intel-P4        
MOSEK      - task name              :                 
MOSEK      - objective sense        : min             
MOSEK      - problem type           : QO (quadratic optimization problem)
MOSEK      - constraints            : 24216             variables              : 1944            
MOSEK      - integer variables      : 0               
Optimizer started.
Interior-point optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator - tries                  : 0                 time                   : 0.00            
Eliminator - elim's                 : 0               
Lin. dep.  - tries                  : 1                 time                   : 0.00            
Lin. dep.  - number                 : 0               
Presolve terminated. Time: 0.02    
Matrix reordering started.
Local matrix reordering started.
Local matrix reordering terminated.
Matrix reordering terminated.
Optimizer  - threads                : 1               
Optimizer  - solved problem         : the primal      
Optimizer  - constraints            : 24192             variables              : 26112           
Factor     - setup time             : 0.36              order time             : 0.31            
Factor     - GP order used          : yes               GP order time          : 0.27            
Factor     - nonzeros before factor : 398913            after factor           : 304889505       
Factor     - offending columns      : 0                 flops                  : 4.92e+012       
Factor     - GP saved nzs           : 8118              GP saved flops         : -8.47e+007      
ITE PFEAS    DFEAS    KAP/TAU  POBJ              DOBJ              MU       TIME  
0   1.9e+005 3.1e+004 1.0e+000 5.340410914e+002  5.340410914e+002  1.0e+003 0.44  

Matlab的quadprog可以更快地解决问题。我能做些什么吗?

0 个答案:

没有答案