Opened 3 years ago

Closed 3 years ago

#45 closed user support (fixed)

Why is qpOASES not running faster than quadprog?

Reported by: ferreau Owned by: ferreau
Priority: normal Milestone:
Component: Matlab interface Version: 3.2.0
Keywords: Cc:

Description

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?

Change History (1)

comment:1 Changed 3 years ago by ferreau

  • Resolution set to fixed
  • Status changed from new to closed

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.

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