"Derya Ozyurt" <dozyurt@mathworks.com> wrote in message <fb3lq3$2l1$1@fred.mathworks.com>...
> Dear Robert;
> Could you send the description of your QP problem (to me)? I don't think the
> size of the problem is an issue in this case.
>
> Best Regards
>
> Derya Ozyurt
>
> Optimization Toolbox
> The MathWorks, Inc.
>
> "Robert " <schuetz@imsb.biol.ethz.ch> wrote in message
> news:fb1u0o$3i0$1@fred.mathworks.com...
> > dear matlab users,
> >
> > I am solving a QP problem with a system matrix of around 240
> > times 360. Thus, I have 360 variables in the model and
> > around 240 constraints (all linear inequality constraints).
> > I use quadprog to solve the system.
> > the solution I get is just wrong meaning the constraints are
> > violated by large margins. sometimes over 50% outside the
> > bounds set by the constraints. meanwhile QUADPROG gives the
> > output: 1 QUADPROG converged with a solution X.
> >
> > how is it possible to get such wrong results while still
> > getting an output structure saying everthing is fine ???
> >
> > what is the maximal nr. of variables then QUADPROG can handle?
> >
> > thanks, robert
> >
>
>
Dear Derya
I have the same problem, here is my case
I have a function :
1/2*x'*H'x+b'*x+k
i want to find the x value which makes this function minimum with respect to A*x<c
In my inequality constraints i have rate and amplitude constraint for x
dxmin<dx<dxmax and xmin<x<xmax
For this problem i used matlab ''quadprog'' function but sometimes it gives wrong outputs,
for example in same case instead of giving xmin it gives higher values even sometimes xmax.
I also used fmincon to overcome this problem, but i could not.
Is there any other way to do it? Or any mistakes that i did?
