# Objective: convex quadratic # Constraints: bounds param m; param n; param b {1..m}; param A {1..m, 1..n}; var x {1..n} >= 0; minimize sum_sqs: sum {i in 1..m} ( b[i] - sum {j in 1..n} A[i,j]*x[j] )^2; data; #param m := 500; #param n := 150; param m := 1000; param n := 300; #param m := 512; #param n := 1024; let {i in 1..m, j in 1..n} A[i,j] := 0; let {i in 1..m, j in 1..n: Uniform01() < 0.21} A[i,j] := 10*(Uniform01()-1); param x0 {j in 1..n} := Uniform01(); let {i in 1..m} b[i] := sum {j in 1..n} A[i,j]*x0[j] + 100*(Uniform01()-0.5); #option loqo_options "timing=1 verbose=2"; #option minos_options "timing=1 superbasics=1000"; #option lancelot_options "timing=1"; #option solver loqo; # 16.16 #option solver minos; # 17.80 #option solver lancelot; # 0.95 option presolve 1; solve;