In Matlab2016a what method uses Quadprog for solving QP problems?

I am using a Matlab version 2016a. I would like to know what type of method is using Quadprog when solving QP problems.

Answer 1

[Walter Roberson]

https://www.mathworks.com/help/releases/R2016a/optim/ug/quadprog.html?searchHighlight=quadprog#moreabout

interior-point-convex

The 'interior-point-convex' algorithm attempts to follow a path that is strictly inside the constraints. It uses a presolve module to remove redundancies, and to simplify the problem by solving for components that are straightforward. For more information, see interior-point-convex quadprog Algorithm.

trust-region-reflective

The 'trust-region-reflective' algorithm is a subspace trust-region method based on the interior-reflective Newton method described in [1]. Each iteration involves the approximate solution of a large linear system using the method of preconditioned conjugate gradients (PCG). For more information, see trust-region-reflective quadprog Algorithm.

active-set

quadprog uses an active set method, which is also a projection method, similar to that described in [2]. It finds an initial feasible solution by first solving a linear programming problem. For more information, see active-set quadprog Algorithm.

https://www.mathworks.com/help/releases/R2016a/optim/ug/quadprog.html?searchHighlight=quadprog#inputarg_options

Algorithm

Choose the algorithm:

• 'interior-point-convex' (default)
• 'trust-region-reflective'
• 'active-set' (will be removed in a future release)

The 'trust-region-reflective' algorithm handles problems with only bounds, or only linear equality constraints, but not both. The 'interior-point-convex' algorithm handles only convex problems. For details, see Choosing the Algorithm.

[Maria Gonzalez-Lima]

Thank you.