I'd like to compare the efficiency of solvers, so I need to optimize the same matrices with different solvers. I wonder how can I set the boundary
option of the solver COSMO to inf
? It worked when I type just lb=[-inf, -inf, -inf]
. Is there any way like that?
Here is my code
@time begin using COSMO, SparseArrays, LinearAlgebra using NPZ
Matrix10 =
npzread("C:/Users/skqkr/Desktop/Semesterarbeit/Chiwan_Q1.npz")
q =Matrix10["p"];
P = sparse(Matrix10["Q"]);
A = sparse(Matrix10["G"]);
h= Matrix10["h"];
l = Matrix10["l"];
Aa = [-A; A] ba = [h;-l]
constraint1 = COSMO.Constraint(Aa, ba, COSMO.Nonnegatives);
settings = COSMO.Settings(verbose=true); > model = COSMO.Model(); assemble!(model, P, q, constraint1, settings =settings);
res = COSMO.optimize!(model);
constraint1 = COSMO.Constraint(A, zeros(3), COSMO.Box(-l,
h));
model = COSMO.Model(); assemble!(model, P, q, constraint1, settings =
settings); res_box = COSMO.optimize!(model);
I had to make a matrix l, in order to run the solver but is there another way to run the codes without defining a low boundary?