For MathProgBase Interface, quadprog function. How can I get an optimal status when limiting iteration


#1

Hi, I was trying to use the quadprog(objective vector, Hessian matrix, A, sense, b, lower bound, upper bound, solver) function according to this link
https://mathprogbasejl.readthedocs.io/en/latest/quadprog.html

It returns an instance of the type:

type QuadprogSolution
status
objval
sol
attrs
end

If “status = Optimal”, objval, sol and attrs will have values.

I need to limit the iterations of the solver to 100, x = quadprog(f,H,Aeq,’=’,beq,lb,ub,IpoptSolver(max_iter=100))
but in this case, the status = UserLimit, and objval, sol and attrs won’t have values.

Can someone help with this? Thank you!