Similar Threads
1. QuadProg very slow! - MATLAB
2. gui standalone gets slower and slower
Hi everybody,
I have compiled a matlab fig-file to a standalone with mcc -B sgl
name.fig. The standalone *.exe file works, but it gets slower and
slower. I have functions implemented, that take the visible off some
gui-handles on and off. After a few times making that, the guis
appear slower and slower. Where is the problem?
Thanks for your answer.
3. Axes on GUI Getting Slower and Slower - MATLAB
4. How to calculate the hessian matrix H for quadprog
Hi,
I have a quadratic objective function like this:
y=a_0+a_1*x_1+a_2*x_2+...+a_n*x_n
+a_12*x_1*x_2+.....a_n-1,n*x_(n-1)*x_n+
+a_11*x_1^2+...+a_nn*x_n^2
Now I want to optimize this objective function by using
quadratic programming. However, as described in the help
file for this function, I have to input matrix H as the
standard form of this function has to be:
y=1/2*x'Hx+f'x
So the question that I have is that: is there way to know
the H matrix for the above objective function?
5. Which to use (quadprog or fmincon)? - MATLAB
6. Optimzation Options Problem: Quadprog
I am having problems with the quadprog function in the
optimization toolbox. Below is my code:%Abunance at age
from 1978-2004.
origpop=[10522600, 6831010, 5506280, 2812580, 1209810,
651957, 268240, 114552, 47032, 17696, 6285, 8826; 14868100,
7764340, 4785890, 2892790, 1431290, 596668, 318576, 129875,
55007, 22437, 8403, 7144; 11665300, 10781100, 5267360,
2344800, 1332980, 613628, 243571, 123684, 48197, 19696,
7830, 5308; 16551700, 8377890, 7159430, 2423150, 1001080,
521482, 223665, 82554, 39266, 14528, 5720, 3699; 10126100,
11796900, 5578130, 3575080, 1091650, 399091, 190292, 74539,
25356, 11305, 3993, 2491; 10552000, 9249540, 5358220,
3934970, 977988, 544329, 149467, 50908, 22577, 8286, 2677,
1790; 12499000, 7273070, 7691140, 2264030, 1325300, 363994,
123976, 54982, 20178, 6518, 25800, 1558; 10804900, 7809770,
6813200, 2072290, 1194120, 277982, 154676, 42472, 14466,
6416, 2354, 1269; 7508180, 7996000, 5753610, 3053760,
749010, 404048, 94032, 52322, 14367, 4893, 2170, 1226;
7357640, 5555400, 5892310, 3157060, 1416550, 326495, 176078,
40978, 22801, 6261, 2132, 1480; 8882310, 5446010, 4095710,
3025630, 1381460, 593723, 136818, 73786, 17172, 9555, 2624,
1514; 7306930, 6571630, 4008240, 1626650, 921627, 389671,
167415, 38579, 20806, 4842, 2694, 1167; 8057600, 5402470,
4829010, 1508230, 434058, 216488, 91482, 39304, 9057, 4885,
1137, 906; 5067850, 5950930, 3964520, 2099770, 425026,
98588, 49125, 20759, 8919, 2055, 1108, 464; 5100770,
3743210, 4369840, 1510300, 492937, 76764, 17786, 8862, 3745,
1609, 371, 284; 4851310, 3768190, 2751620, 1844580, 406186,
102961, 16016, 3711, 1849, 781, 336, 137; 9863940, 3583960,
2771730, 1197230, 527273, 95101, 24085, 3747, 868, 433, 183,
110; 6581610, 7279250, 2629800, 934009, 223835, 72705,
13096, 3317, 516, 120, 60, 40; 8149480, 4853550, 5329740,
723985, 124426, 20421, 6622, 1193, 302, 47, 11, 9; 5431190,
6013300, 3560890, 1922820, 115531, 10844, 1775, 576, 104,
26, 4, 2; 5366830, 4009420, 4416400, 1437290, 430531, 17521,
1642, 269, 87, 16, 4, 1; 5720080, 3966710, 2952760, 2215380,
472113, 103962, 4225, 396, 65, 21, 4, 1; 4394370, 4237510,
2925510, 2023300, 498939, 32119, 7017, 285, 27, 4, 1, 0;
6578780, 3255410, 3128770, 2035590, 519873, 71735, 4602,
1005, 41, 4, 1, 0; 5590490, 4873640, 2399370, 2110440,
238402, 29360, 4035, 259, 57, 2, 0, 0; 6099440, 4141520,
3598230, 1658530, 459731, 16295, 1991, 274, 18, 4, 0, 0;
6406360, 4518540, 3053150, 2418930, 207048, 24407, 861, 105,
14, 1, 0, 0];
original=origpop';
%Generating the data vector
z=original(:, 2:27);
z=z(:);
%The non-zero entires in the parameter vector
nonzero=[2; 13; 15; 25; 28; 37; 41; 49; 54; 61; 67; 73; 80;
85; 93; 97; 106; 109; 119; 121; 132; 133];
%Generating matrix M
M=[];
for i=1:26
N=kron(original(:,i)', eye(12));
m=N(:,nonzero);
M=[M;m];
end;
%Generating the H and f vectors
H=M'*M;
f=-M'*z;
%Generating the inequality constraint matrix A such that
A*f<=b
A=zeros(33,22);
for r=1:22;
A(r,r)=-1;
end
A(23,1)=1;
A(24,3)=1;
A(25,5)=1;
A(26,7)=1;
A(27,9)=1;
A(28,11)=1;
A(29,13)=1;
A(30,15)=1;
A(31,17)=1;
A(32,19)=1;
A(33,21)=1;
%Generating the inequality vector b such that A*f<=b
b=zeros(33,1);
for q=23:33;
b(q,1)=1;
end
options=optimset('LargeScale', 'off');
%Calling MATLAB's quadratic programming function
phat=quadprog(H,f,A,b,options);
This returns the error "QUADPROG only accepts inputs of data
type double." However, when I query H, f, A, and b, they
are all data type double.
If I run the function as
phat=quadprog(H,f,A,b);
I receive an error message "Warning: Large-scale method does
not currently solve this problem formulation,
using medium-scale method instead."
Dose anyone know why including options in the input causes
the error, and how to avoid it?
Thanks!
7. Optimization toolbox: quadprog returns an error - MATLAB
8. Optimization toolbox - Quadprog
Hi,
I want to know if quadprog in optimization toolbox uses any
C code (mex files). I have checked that the main function is
an m-file but what about internal function calls.
I have looked at the optimization toolbox folder and there
are only m-files.
I would be grateful for your help