Closed smart-duoduopi closed 5 years ago
It seems you didn’t read Goldfarb and Idnani paper about the hypothesis behind the algorithm. Indeed it works only for Definite Quadratic Programming problems.
On 3 settembre 2019 a 09:28:03, Jiaxin Gao (notifications@github.com) scritto:
I did some tests about the solver and found out that the accuracy of the solution is low .What is more, because of Cholesky decomposition, a lot of quadprog problem can not be solved. Maybe it is only useful for symmetrical positive determined matrix problem.
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thanks for your reply
I did some tests about the solver and found out that the accuracy of the solution is low .What is more, because of Cholesky decomposition, a lot of quadprog problem can not be solved. Maybe it is only useful for symmetrical positive determined matrix problem.