Is MATLAB's quadprog.m faster or slower for large problems than NAG's equivalent? Thanks.

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Leigh Sneddon on 2 Feb 2023

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Commented: Torsten on 2 Feb 2023

Running quadprog.m with several thousand variables is very slow. Is the equivalent function in NAG any faster?

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Torsten on 2 Feb 2023

If you have the NAG toolbox, you can test it under MATLAB.

https://www.nag.com/content/nag-toolbox-matlab

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