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?