OOQP

OOQP is a primal-dual interior point code that solves linear or convex quadratic programming problems. Problems can be submitted to OOQP on NEOS in AMPL format.

OOQP is an object-oriented C++ package based on a primal-dual interior-point method for solving linear programming (LP) problems and convex quadratic programming (QP) problems. OOQP can be used "out of the box" to solve a variety of structured QPs, including general sparse QPs, QPs arising from support vector machines, Huber regression problems, and QPs with bound constraints. OOQP also can be used as a framework to design efficient solvers for new classes of structured QPs. Its design allows for easy substitution of the linear algebra modules, allowing different standard linear algebra packages to be tried.

The authors of OOQP are:

• Mike Gertz, (formerly of Argonne and the University of Wisconsin, Madison);
• Stephen Wright, University of Wisconsin, Madison.

• Gertz, E. M. and Wright, S. J. 2003. Object-Oriented Software for Quadratic Programming. ACM Transactions on Mathematical Software 29: 58-81.

Using the NEOS Server for OOQP/AMPL

The user must submit a model in AMPL format. Examples are provided in the examples section of the AMPL website.

The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS.

The commands file may include option settings for the solver. To specify solver options, add

  option ooqp_options 'OPTIONS';