Difference Between QuadProg and FMINCON
in [Matlab]
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From: Sdas Das on 14 Mar 2010 13:27 Hi Alan, I came across this thread. This is an interesting one. Say I have my obj function: obj = .5*x'*H*x + f'x and I have some constraints with some bounds. My question is, if I solve the above problem using QuadProg and Fmincon, do they produce the same answer? Thanks, SD Alan Weiss <aweiss(a)mathworks.com> wrote in message <h7lo6r$qc2$1(a)fred.mathworks.com>... > LP Pakula wrote: > > Hi > > > > I'm curious what the exact difference between QuadProg and FMINCON are when both are using an Active-Set algorithm? > > > > From my tests, i find quadprog runs faster and tends to be more accurate with care taken to make sure tolerances are the same (etc). > > > > Cheers, Lyle > They solve different classes of problems. See > http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/brhkghv-18.html#brhkghv-21 > > Alan Weiss > MATLAB mathematical toolbox documentation
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