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LP and QP solvers #2

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bobye opened this issue Oct 27, 2014 · 5 comments
Open

LP and QP solvers #2

bobye opened this issue Oct 27, 2014 · 5 comments

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@bobye
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bobye commented Oct 27, 2014

Any suggestions about the use of LP and QP solver? Here is a list for consideration:

  1. mosek
  2. CPLEX
  3. gurobi

I don't know exactly about their strength and weakness. I think mosek can be fast.
Any comments?

@robbwu
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robbwu commented Oct 27, 2014

I don't have any experience with them.

On Mon, Oct 27, 2014 at 7:26 AM, Jianbo Ye notifications@github.com wrote:

Any suggestions about the use of LP and QP solver? Here is a list for
consideration:

  1. mosek
  2. CPLEX
  3. gurobi

I don't know exactly about their strength and weakness. I think mosek can
be fast.


Reply to this email directly or view it on GitHub
#2.

@bobye
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bobye commented Dec 18, 2014

Let's do mosek.

@bobye
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bobye commented Jan 7, 2015

both mosek and gurobi have supports for LP warm-start with simplex method, but don't support warm-start interior point (for many algorithmic reasons).

Warm-start QP can only work with active-set methods and variants, but active-set may suffer from scalability.

@bobye
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bobye commented Jan 19, 2015

mosek comes with fast Simplex solver for transportation problem

@bobye
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bobye commented Feb 2, 2015

removed try caching the LP solution for hot-start [descent method]

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