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Guest
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Posted: Thu May 05, 2005 8:59 pm Post subject:
CFSQP Question
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I am using the CFSQP to solve an nonlinear optimization problem without
any constraint. I set the lower and upper bounds of variables to
-infinity and +infinity to signify that the feasible region is the
entire space. However, I found that the ql0002() function in the qld.c
file takes a long time to execute. Specifically, the program loop
around for many times searching the new optimization directions. Can
anyone tell me why this happens? I think a pure quadratic optimizer (
qld.c is a quadratic optimizer ) should find the optimal point of a
quadratic problem with no constraint without doing any iteration.
Thanks a lot. |
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