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| assistance as quadratic programming problem http://forum.alglib.net/viewtopic.php?f=2&t=773 |
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| Author: | rirroromeu [ Mon Feb 18, 2013 10:35 pm ] |
| Post subject: | assistance as quadratic programming problem |
Hello I want to use alglib to solve a quadratic programming problem. In my model, matrix "A" only non-zero values ??in the main diagonal. My question is I want to know if there is a way to define "A" as simple fix array and not as an array of two dimenciones. So in this way would save memory since my model has hundreds of square variables Thanks |
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| Author: | Sergey.Bochkanov [ Wed Feb 20, 2013 12:09 pm ] |
| Post subject: | Re: assistance as quadratic programming problem |
In the current version it is not possible. We've added this feature to issues tracker and it is very likely that next major release will include this improvement. But not yet, and it will be too hard for you to modify library in order to support diagonal matrices. |
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| Author: | rirroromeu [ Wed Feb 20, 2013 2:57 pm ] |
| Post subject: | Re: assistance as quadratic programming problem |
Thanks for your reply |
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