Date: 29 Jun 1998 10:30:25 GMT
From: spellucci@mathematik.tu-darmstadt.de (Peter Spellucci)
Subject: Quadratic Programming
check http://plato.la.asu.edu/guide.html
dualqp is available also in c (translated by f2c). also cfsqp (not quite public domain, but free for university use) by andre tits contains of course a qpsolver, this time generically written in c. you did not specify the dimensions of your problem. for large scale problems, there seems indeed to be no public domain code in c.
hope this helps
peter
Date: 1 Jul 1998 09:10:17 -0500
From: hennebry@plains.NoDak.edu (Michael J. Hennebry)
Subject: Quadratic Programming
Usually you can link FORTRAN with C and C++.
If you really need C or C++, you can use f2c.
The resulting code will be somewhat less penetrable than the original.
Mike hennebry@plains.NoDak.edu
Date: 23 Jun 1998 10:02:37 GMT
From: tilo.schwarz@dbag.ulm.DaimlerBenz.COM (Tilo Schwarz)
Subject: quadratic programming
Hello anybody,
I'm looking for c/c++ - code to do quadratic programming (linear equality and inequality constraints), where the quadratic function to minimize is _not_ convex.
Does a sci.op-research - faq exist?
Thanks a lot.
Tilo
Date: 23 Jun 1998 11:26:38 GMT
From: spellucci@mathematik.tu-darmstadt.de (Peter Spellucci)
Subject: quadratic programming
regarding the question for a faq: there is a lp and a nlp - faq at
http://www.mcs.anl.gov/home/otc/Guide/faq/
you may also consult michael tricks homepage http://mat.gsia.cmu.edu/
for nonconvex qp's there are several codes available, but not in the
public domain; the stanford group has its qpsol (solves a nonconvex qp for a _local_ solution). fletcher and leyffer have such a code (very low priced for university users):
contact sleyffer@mcs.dundee.ac.uk for the _global_ solution of nonconvex qp_problems there exist presently research codes only which in addition are limited to either low dimension or special representation of the matrix (block diagonalized with respect to the negative eigenvalues). the books of horst and tuy on global optimization are a good source for this kind of problem.
hope this helps
peter
Date: Fri, 26 Jun 1998 10:02:06 -0400
From: Yulin Yao <yao@gs.com>
Subject: Quadratic Programming
Hi,
I am looking for C/C++ code to solve a quadratic programming problem with linear equality and inequality constraints. I have checked the FAQ and only found the fortran code (not c/c++) from public domain.
Thanks.
--Yulin
Date: Wed, 27 May 1998 10:32:49 -0400
Date: 28 May 1998 23:37:23 GMT
I have a set of variables x1, x2, ..., xn which can
each assume a value of 0 or 1. My objective function
is a some over some pairs i and j of
(1-xi)(1-xj) + xi xj.
Is there a good program available to minimize this?
I don't think LOQO does this type of binary programming.
Thanks, John
Date: Thu, 28 May 1998 17:08:44 -0700
OBPDP can do that. Link is on
http://plato.la.asu.edu/guide.html#LP
Assume the problem proposed is an unconstrainted quadratic zero-one
programming problem. A paper, contained two algorithm pseudo-codes,
could be useful:
P.M. Pardalos and G.P. Rodgers: A branch and bound algorithm for the
maximum clique problem, Computers Ops. Res. vol.19 (1992) no.5,
363-375.
Cheers, -Nan Zhu
Semidefinite relaxations provide very good bounds for this problem -
then 'triangle inequalities' help in a cutting plane approach.
A couple of references:
Date: Mon, 25 May 1998 08:33:25 -0700
Hans Mittelmann
Date: Mon, 25 May 1998 17:18:10 +0200
With regards
Date: Fri, 20 Feb 1998 08:01:21 -0600
Has someone programmed in C/C++ the Beale (E.L.M.) algorithm to
solve the following program:
Date: Mon, 19 Jan 1998 14:46:22 -0700
all the programs listed in
http://plato.la.asu.edu/guide.html#NLP
can solve this. I would recommend you use DONLP2, available now in f90, f77, and C.
Be aware that there may be multiple solutions in case C is not symmetric and positive definite.
I have a C++ module that does this: for details you can check
http://www.di.unipi.it/~frangio/thesis.html (Chapter I.3).
I know of only another specialzed code around for this, I think it is
written in Fortran: the references are in the source I pointed.
Of course, I'm assuming that the matrix c is positive semi-definite: if not the problem is nonconvex and things are much more difficult.
Hope this helps
Date: Wed, 14 Jan 1998 10:49:38 +0100
I'm looking for a basic quadratic programming DLL which could solve the
simple minimization of a quadratic function with linear constraints
please reply by e-mail.
Thanks in advance !
JMB
A.I.M
Date: Wed, 14 Jan 1998 10:20:59 -0500
I suggest you take BPMPD (accepts extended MPS input). Link in
http://plato.la.asu.edu/guide.html#QP
I forgot to mention BPMPD is free and it's excellent. Look at the
benchmarks at http://plato.la.asu.edu/bench.html
I know you asked for a "basic" QP-DLL, but why not take a
state-of-the-art one. You just write your input in MPS.
From: Irv Lustig <irv@dizzy.cplex.com>
Subject: Help : C/C++ routine for quadratic programming
To: Dr Montaz Ali
Dr Montaz Ali wrote:
>
> I am looking for C/C++ routine for quadratic programming with constraints.
> Any pointer/help will be highly appreciated.
The CPLEX callable library supports solving convex quadratic programs
with linear constraints. Visit http://www.cplex.com/ for more
information.
-Irv Lustig irv@dizzy.cplex.com
Product Manager http://www.cplex.com/~irv/
Math Programming Software http://www.ilog.com/
ILOG CPLEX Division http://www.cplex.com/
SCI.OP-RESEARCH Digest Mon, 1 Jun 98 Volume 5: Issue 22
From: mackey@Hawaii.Edu (John Mackey)
Subject: binary quadratic problem
Hi Group,
From: "Hans D. Mittelmann" <mittelmann@asu.edu>
Subject: binary quadratic problem
Hi,
Hans D. Mittelmann http://plato.la.asu.edu/
Arizona State University Phone: (602) 965-6595
Department of Mathematics Fax: (602) 965-0461
Tempe, AZ 85287-1804 email: mittelmann@asu.edu
Date: 29 May 1998 06:49:08 GMT
From: znan@math.waikato.ac.nz (NAN)
Subject: binary quadratic problem
Hi, there.
=================================================================
Nan Zhu, Dr
Department of Mathematics Fax: +64 (7) 838 4666
The University of Waikato Tel: +64 (7) 838 4466 ex. 8326
Private Bag 3105, Hamilton Email: znan@waikato.ac.nz
New Zealand http://www.math.waikato.ac.nz/~znan/
=================================================================
Date: Sun, 31 May 1998 18:56:00 GMT
From: hwolkowi@orion.math.uwaterloo.ca (Henry Wolkowicz)
Subject: binary quadratic problem
This is an example of 'the max-cut' problem, i.e. a quadratic objective
over binary variables. The max cut problem is usually phrased in terms
of a graph and modelled as a homogeneous quadratic over +-1 variables.
However, these problems are equivalent after a simple transformation.
author = "C. HELMBERG and F. RENDL and R. J. VANDERBEI and H. WOLKOWICZ",
title = "An interior point method for
semidefinite programming",
journal = siopt,
note = "
~\\URL: ftp://orion.uwaterloo.ca/pub/henry/reports/sdp.ps.gz",
year = "1996",
vol = "6",
pages = "342-361"
or:
author = "C. HELMBERG",
title = "An interior point method for semidefinite
programming and max-cut bounds",
school = "Graz University of Technology",
address = "Austria",
year = "1994"}
or:
author = "C. HELMBERG and F. RENDL",
title = "A spectral bundle method for semidefinite
programming",
school = "Graz University of Technology",
address = "Austria",
year = "1997"}
You can try Helmberg's home page for more references and details. Also,
there is some public domain code now available by Karisch et al and
accessible from that home page (or my home page).
||Prof. Henry Wolkowicz |Fax: (519) 725-5441
||University of Waterloo |Tel: (519) 888-4567, 1+ext. 5589
||Dept of Comb and Opt |email: henry@orion.math.uwaterloo.ca
||Waterloo, Ont. CANADA N2L 3G1 |URL: http://orion.math.uwaterloo.ca/~hwolkowi
SCI.OP-RESEARCH Digest Mon, 25 May 98 Volume 5: Issue 21
From: Hans D Mittelmann <mittelmann@asu.edu>
Subject: Help : C/C++ routine for quadratic programming
To: Dr Montaz Ali
Hi,
From: Dr Montaz Ali <mali@pc55.cam.wits.ac.za>
Subject: Help : C/C++ routine for quadratic programming
I am looking for C/C++ routine for quadratic programming with constraints.
Any pointer/help will be highly appreciated.
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Montaz Ali, Ph.D | Email : mali@pc55.cam.wits.ac.za
Dept. of Computational & Applied | Tel :(011)-716-3969 (W)
Mathematics, | Tel :(011)-403-0250 (H)
The University of Witwatersrand | Fax :(011)-403-9317 (W)
Private Bag - 3, Wits - 2050 |
Johannesburg, Republic of South Africa|
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
SCI.OP-RESEARCH Digest Mon, 23 Feb 98 Volume 5: Issue 8
From: kim.allemand@epfl.ch
Subject: Searching Beale Algorithm in C/C++
Hi,
min Q (quadratic convex)
st: Ax = b
x >= 0
SCI.OP-RESEARCH Digest Mon, 26 Jan 98 Volume 5: Issue 4
From: "Hans D. Mittelmann" <mittelmann@asu.edu>
Subject: optimization
To: Juan Rufilanchas <jrufigo@redestb.es>
Juan Rufilanchas wrote:
>
> Dear all,
>
> I have to optimize the following function with some restrictions:
>
> Max: r*x
> Subject to a) x' *c *x < k0
> b) sum(xi)=1
> c) xi>=0
>
> where r=matrix(1;100) and is known
> x=matrix(100;1) is unknown
> c=matrix(100,100) is known
> k0=scalar is known
> xi is each element of the matrix 'x'.
>
> Is there any good algorithm to do this ?
>
> Could somebody point me to an appropriate quadratic optimization routine ?
> (I am actually working with matlab but I'am not very sure of its accuracy)
>
> Thanks in advance.
Hi,
Hans D. Mittelmann http://plato.la.asu.edu/
Arizona State University Phone: (602) 965-6595
Department of Mathematics Fax: (602) 965-0461
Tempe, AZ 85287-1804 email: mittelmann@asu.edu
Date: Tue, 20 Jan 1998 11:16:51 +0100
From: frangio@di.unipi.it (Antonio Frangioni)
Subject: optimization
>I have to optimize the following function with some restrictions:
>
>Max: r*x
>Subject to a) x' *c *x < k0
> b) sum(xi)=1
> c) xi>=0
In Bundle methods for NDO, we have to solve the similar problem
Min: r*x + t * ( x' *c *x )
Subject to b) sum(xi)=1
c) xi>=0
where t > 0 is a parameter: clearly, you can solve the original problem (in Min format) via a line search on t, since it is just the Lagrangean of your nonlinear constraint. I think this may be a reasonable approach if you have a routine for efficiently solving the above (QP) that supports reoptimization on t. This also gives a nice way of handling the case when the problem has no solutions at all.
Antonio Frangioni
Antonio Frangioni Research Associate | I have gained ...
Dip. di Informatica - Corso Italia 40 - 56125 Pisa, Italy | the colour of the
Ph +039-50-887216 www.di.unipi.it/~frangio | corn. [Exupery]
SCI.OP-RESEARCH Digest Mon, 19 Jan 98 Volume 5: Issue 3
From: "Jean-Marc BUIS" <jmbuis@starnet.fr>
Subject: HELP ! Looking for a Quadratic Programming DLL
Hi,
Paris
From: Irv Lustig <irv@dizzy.cplex.com>
Subject: HELP ! Looking for a Quadratic Programming DLL
You can do this with the CPLEX callable library, which we supply
in DLL form. Visit http://www.cplex.com/"> for more info.
-Irv Lustig irv@dizzy.cplex.com
Director of Numerical Optimization http://www.cplex.com/~irv/
ILOG CPLEX Division http://www.ilog.com/
http://www.cplex.com/
Date: Wed, 14 Jan 1998 18:38:25 -0700
From: Hans D Mittelmann <mittelmann@asu.edu>
Subject: HELP ! Looking for a Quadratic Programming DLL
Hi,
Hans D. Mittelmann http://plato.la.asu.edu/
Arizona State University Phone: (602) 965-6595
Department of Mathematics Fax: (602) 965-0461
Tempe, AZ 85287-1804 email: mittelmann@asu.edu
Date: Thu, 15 Jan 1998 06:48:28 -0700
From: Hans D Mittelmann <mittelmann@asu.edu>
Subject: HELP ! Looking for a Quadratic Programming DLL
Hi,