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RVreugdenhil / sparseQP

code of Principal Component Hierarchy for Sparse Quadratic Programs paper
BSD 3-Clause "New" or "Revised" License
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Wrong KDD Method? #2

Open jiachangliu opened 1 year ago

jiachangliu commented 1 year ago

Hello,

Thanks for the BR method. The proposed screening method works fine.

However, for the KDD method. did you upload the wrong folder by accident? For the KDD folder, the code seems to solve the following problem:

% This program solves the following optimization problem:
% min_x (x'Ax)/(x'Cx), s.t .||x||_0 <= k

How is the above objective related to the sparse quadratic problem?

RVreugdenhil commented 1 year ago

Thank you for bringing this to our attention. I changed the code accordingly using the following code: https://yuangzh.github.io/files/2020_sigkdd_code.zip Which was put out by the writers of the paper: https://arxiv.org/abs/1905.11031

To be honest as I am not a student anymore I do not have access to Matlab, so there might be some small bugs still in the code.

If there are still any issues please let me know.