Sparse quadratic program solver
Posted
by Jacob
on Stack Overflow
See other posts from Stack Overflow
or by Jacob
Published on 2010-06-10T03:17:40Z
Indexed on
2010/06/10
4:02 UTC
Read the original article
Hit count: 330
This great SO answer points to a good sparse solver, but I've got constraints on x
(for Ax = b
) such that each element in x
is >=0
an <=N
. The first thing which comes to mind is an QP solver for large sparse matrices.
Also, A
is huge (around 2e6x2e6) but very sparse with <=4
elements per row.
Any ideas/recommendations?
© Stack Overflow or respective owner