[scilab-Users] replacement for MATLAB linprog function

[Michael Baudin]

Dear sir,

In scilab 5.0.1, the qpsolve macro indeed enables to
solve quadratic problem with a linear term in the cost function.
This solver is based on Goldfarb and Idnani method.
For "simple" linear problems, qpsolve may be a solution for you,
but whatever the Q matrix (zero or not), qpsolve will use the
same algorithm.

As far as I know, there is no simplex method available
in Scilab or in a Scilab toolbox.

To solve pure linear problems with Scilab 5.0.1, you may
use the quapro toolbox which includes the linpro
solver :
http://www.scilab.org/contrib/index_contrib.php?page=displayContribution&fileID=1143

Please note that linpro cannot solve problems based on sparse matrices.
For this kind of problem, you can use the Scilab toolbox LIPSOL,
which is based on interior points methods and uses sparse
matrices.

Two quapro binaries are available for window 32 bits and 64 bits :
http://www.scilab.org/contrib/index_contrib.php?page=displayContribution&fileID=1139
http://www.scilab.org/contrib/index_contrib.php?page=displayContribution&fileID=1140

Best regards,

Michaël Baudin

Michael J. McCann a écrit :
> Jay,
> As I recollect from looking at this topic a few months ago, the 
> quadratic programming includes as a special case the condition where 
> the coefficients for the quadratic terms are zero so the method 
> reduces to LP. But, I haven't checked in 5.01 as I really want SciLab 
> for Scicos and that aborts immediately in 5.0.1
> Mike.
> At 17:01 2008-09-26, you wrote:
>> Is there a simplex solver for linear problems similar to the linprog 
>> function in matlab?  Or alternatively another solver I can use 
>> (interior points)?
>> In the 5.0.1 release all I can find is qpsolve and the problem is 
>> linear to there is no Q.
>> Jay Walters
>