Subject: quadprog From: Mati Date: 12 Apr, 2012 04:03:18 Message: 1 of 9 Hello, I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. Would you please let me know if my problem can be solved by MATLAB? If not Is there any way that I can use for solving this problem with matlab please? Thank you very much. ~M
 Subject: quadprog From: Torsten Date: 12 Apr, 2012 06:38:40 Message: 2 of 9 On 12 Apr., 06:03, "Mati " wrote: > Hello, > I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. > Would you please let me know if my problem can be solved by MATLAB? If not Is there any way that I can use for solving this problem with matlab please? > Thank you very much. > ~M QUADPROG can be used within MATLAB if you have access to the optimization toolbox. Take a look at http://www.mathworks.de/help/toolbox/optim/ug/quadprog.html Or do you search for alternatives because you don't have this toolbox available ? Best wishes Torsten.
 Subject: quadprog From: John D'Errico Date: 12 Apr, 2012 08:18:17 Message: 3 of 9 "Mati " wrote in message ... > Hello, > I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. > Would you please let me know if my problem can be solved by MATLAB? If not Is there any way that I can use for solving this problem with matlab please? > Thank you very much. As Torsten says, quadprog is part of the optimization toolbox. To the extent that it is part of MATLAB, then yes, you can solve it with MATLAB. Or, you could write such a tool yourself. But, no, without your understanding how to solve such a problem yourself, you cannot directly solve a quadratic programming problem under equality constraints. Could you convert a QP problem into one that a tool like LSE from the file exchange could solve? Yes, if you really have no more than a QP on a positive semi-definite matrix subject to equality constraints. A matrix square root (sqrtm or chol) would be needed. I'll let someone else guide you through this however. Or, they can teach you how to solve the resulting LSE problem itself. Easier is just to use quadprog, since you have it. John
 Subject: quadprog From: Matt J Date: 12 Apr, 2012 09:52:12 Message: 4 of 9 "Mati " wrote in message ... > Hello, > I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. ==================== I don't see why QUADPROG would fail when Aeq is not full rank, as long as the constraints do indeed have a feasible solution within TolCon. But I'm jut guessing, really... What is the dimension of your problem. Would it be such a big deal to weed out the redundant data from Aeq until it becomes full rank?
 Subject: quadprog From: Matt J Date: 12 Apr, 2012 10:07:12 Message: 5 of 9 "Matt J" wrote in message ... > "Mati " wrote in message ... > > Hello, > > I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. > ==================== > > I don't see why QUADPROG would fail when Aeq is not full rank, as long as the constraints do indeed have a feasible solution within TolCon. But I'm jut guessing, really... > > What is the dimension of your problem. Would it be such a big deal to weed out the redundant data from Aeq until it becomes full rank? And if Aeq has full row rank, but not full column rank, you're definitely fine.
 Subject: quadprog From: John D'Errico Date: 12 Apr, 2012 12:04:12 Message: 6 of 9 "Matt J" wrote in message ... > "Mati " wrote in message ... > > Hello, > > I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. > ==================== > > I don't see why QUADPROG would fail when Aeq is not full rank, as long as the constraints do indeed have a feasible solution within TolCon. But I'm jut guessing, really... > > What is the dimension of your problem. Would it be such a big deal to weed out the redundant data from Aeq until it becomes full rank? I don't know that quadprog HAS failed. That was not at all stated. We have no idea as to why the OP does not want to use quadprog, and without more information, there is no way to answer the question. John
 Subject: quadprog From: Mati Date: 13 Apr, 2012 14:28:11 Message: 8 of 9 Thank you very much. my constraint Matrix dimention is 50*70 and the problem is that the matrix is not full rank because columns are dependent. If rows are dependent MATLAB just consider the independent roes for solving the problem but in the case that column are dependent I don't know what would be MATLAB approach. my matrix has some columns with 0, 1, -1 value that makes it to be not full rank. Thank you very much.   "Matt J" wrote in message ... > "Matt J" wrote in message ... > > "Mati " wrote in message ... > > > Hello, > > > I'm using quadprog function for solving quadratic problrm with equality constraint matrix wich is not full rank matrix. > > ==================== > > > > I don't see why QUADPROG would fail when Aeq is not full rank, as long as the constraints do indeed have a feasible solution within TolCon. But I'm jut guessing, really... > > > > What is the dimension of your problem. Would it be such a big deal to weed out the redundant data from Aeq until it becomes full rank? > > > > And if Aeq has full row rank, but not full column rank, you're definitely fine.
 Subject: quadprog From: Matt J Date: 13 Apr, 2012 15:20:51 Message: 9 of 9 "Mati " wrote in message ... > Thank you very much. > my constraint Matrix dimention is 50*70 and the problem is that the matrix is not full rank because columns are dependent. > If rows are dependent MATLAB just consider the independent roes for solving the problem but in the case that column are dependent I don't know what would be MATLAB approach. ================= Mati, Dependent columns are the normal case. If you had linearly independent columns, there could be at most one solution to the equality constraints and the problem would be trivial. Dependent rows are the more problematic situation. I agree that if the augmented matrix [Aeq,beq] contains dependent rows, the redundant rows will likely be ignored. However, the same can't be said if the rows of Aeq alone are dependent. For example, the following problem data has Aeq with dependent rows, but quadprog will see the problem as infeasible if you use the default value for the TolCon tolerance parameter setting. Aeq=ones(2,3) beq=[1;1.0001]

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