Interior Point Solver Matlab. There are also two files for a demonstration of how to use my MATLAB function to find the solution to a group feature selection problem for linear regression a problem currently being investigated in the machine learning research field. This example shows how to use derivative information to make the solution process faster and more robust.
To run an optimization again to obtain more speed on small- to medium-sized problems try sqp next and active-set last. Any Ax0-b 0 ans. There are also two files for a demonstration of how to use my MATLAB function to find the solution to a convex quadratically-constrained quadratic program and there are another three files which comprise a demonstration of logistic regression again using my implementation of the primal-dual interior-point solver.
This function provides access to the built-in Model Predictive Control Toolbox interior-point QP solver.
The interior-point solver is socpsolverm. The TOMLAB KNITRO toolbox efficiently integrates the industry-standard sparse nonlinear interior point and active-set solver KNITRO with Matlab and TOMLAB. However the interior-point algorithm in quadprog can also exploit sparsity in the problem. The interior-point solver is socpsolverm.