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coin-or / qpOASES

Open-source C++ implementation of the recently proposed online active set strategy
GNU Lesser General Public License v2.1
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Why is qpOASES not running faster than quadprog? #45

Closed svigerske closed 4 years ago

svigerske commented 4 years ago

Issue created by migration from Trac.

Original creator: ferreau

Original creation time: 2016-03-16 10:05:51

Assignee: ferreau

Version: 3.2.0

I noticed that my scripts that previously used Matlab's quadprog, execute noticeably slower when calling qpOASES (these scripts solve some standard QP problems, nothing exceptional, with about 200 optimization variables and 350 constraints). Is this to be expected?

svigerske commented 4 years ago

Comment by ferreau created at 2016-03-16 10:09:17

Please try to customize your solver options by passing an additional argument

myOptions = qpOASES_options('fast');

when calling qpOASES. You can type help qpOASES and help qpOASES_options for more details.

If quadprog still outperforms qpOASES on small- to medium scale dense QP problems, we would appreciate if you send us a Matlab script/data file containing a problem instance to be able to reproduce the behaviour. Not that there is a guarantee that quadprog is always slower, though, but we hardly have any examples at hand ourselves.

svigerske commented 4 years ago

Comment by ferreau created at 2016-03-16 10:09:17

Resolution: fixed