What is maximum number of variable and constraint in quadprog() function

Hi everyone,

I'm thinking about using quadprog() in MATLAB to solve a large problem (number of variable is around 300). However, I'm not sure the function can handle this large number of variable.

Do you know the limitation of this function in term of maximum number of variable/constraint?

Thanks, Peet

Answer 1

[Alan Weiss]

300 variables is not close to the maximum for most systems (the maximum is determined by your machine's memory capacity). This documentation example uses a 400-by-400 matrix. This example has 30,000 varibles, and a sparse 30,000-by-30,000 matrix. Some people routinely use thousands of variables, especially with the interior-point convex algorithm.

Alan Weiss

MATLAB mathematical toolbox documentation

[Peerapong Ekkawong]

Thank you Alan :)