Re: Speed of Octave vs Matlab?

[Olaf Till]

On Tue, Sep 08, 2015 at 11:10:41AM -0700, rocketsound wrote:
> The profiler results above are taken from another script because I had it at
> my fingertips. I'll try to find out the source of the long execution time I
> was talking above (might be because of the huge amount of constraints I was
> using) but the result is the same: it's qp that slows down the code. Looking
> at __qp__ it seems like it is implementing a quite simple solving algorithm
> so my prediction is it simply scales bad with problem dimension. Sadly, no
> more information is given about what kind of algorithm lies behind the code.

An example for the very long execution time of __qp__ would indeed be
good. I'll probably check if an alternative to __qp__ can be applied
to quadprog in optim.

> Anyway, and beyond this thread, thanks for the interessent and your work you
> put into the GSCO this year, the code is pretty valuable to me.

Thanks a lot, but I mostly pass this on to Asma Afzal, who did most of
the work.

Olaf

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