Re: [ojAlgo-user] ActiveSetSolver - RuntimeException: Matrix is singular.
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Re: [ojAlgo-user] ActiveSetSolver - RuntimeException: Matrix is singular.
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From: Oddvar G. <od...@pr...> - 2008-10-15 13:12:28
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Thanks for your answer, Anders, it did solve my system (even though the result state was FAILED).
As you might have guessed, I am using the ActiveSetSolver as a part of a larger system where the system matrixes to be solved changes all the time (not the dimensions but the values of the matrixes).
I still get errors in certain situations. I will present a system that triggers an ArrayIndexOutOfBoundsException in ActiveSetSolver. Again, Matlabs quadprog produces a correct result.
public class QPTest {
public static void main(String[] args) {
new QPTest();
}
public QPTest() {
BasicMatrix[] system = new BasicMatrix[6];
//{[AE], [be], [Q], [c], [AI], [bi]}
double[][] AE = new double[][]{{-0.6864742690952357, -0.5319998214213948, 1.2385363215384646, -3.4914813388431334E-15, 0.976619978072726, 0.8727726942384015, 1.0, 0.0, 0.0}, {-2.396812100141995E-15, 2.4168686217298863, -2.2145077177955423, 1.0, 0.21497306442721648, 0.48812685256175126, 0.0, 1.0, 0.0},{-7.190436300425984E-14, -67.71806025910404, 77.58205842771245, 30.0, -15.23877173547103, -6.788851328706924, 0.0, 0.0, 1.0}};
system[0] = PrimitiveMatrix.FACTORY.copy(AE); // AE
system[1] = PrimitiveMatrix.FACTORY.copy(new double[][]{{0.459002008118756}, {0.002566161917554134}, {-0.03315618953218959}}); // be
system[2] = PrimitiveMatrix.FACTORY.buildEye(9, 9); // Q
system[2] = system[2].set(3, 3, 10);
system[2] = system[2].set(4, 4, 10);
system[2] = system[2].set(5, 5, 10);
system[2] = system[2].set(6, 6, 1000000000);
system[2] = system[2].set(7, 7, 1000000000);
system[2] = system[2].set(8, 8, 1000000000);
system[3] = PrimitiveMatrix.FACTORY.copy(new double[][]{{0}, {0}, {0}, {1}, {1}, {-1}, {0}, {0}, {0}}); // c
double[][] Ain = new double[18][9];
for(int i = 0; i < 9; i++) {
Ain[i][i] = 1;
Ain[i+9][i] = -1;
}
system[4] = PrimitiveMatrix.FACTORY.copy(Ain); // AI
double[][] bin = new double[][]{{0}, {0.0175}, {0.0175}, {0.5}, {0.5}, {0.5}, {100000}, {100000}, {100000}, {0}, {0.0175}, {0.0175}, {0.5}, {0.5}, {0.5}, {100000}, {100000}, {100000}};
system[5] = PrimitiveMatrix.FACTORY.copy(bin); // bi
ActiveSetSolver as = new ActiveSetSolver(system);
Result res = as.solve();
System.out.println("state: " + res.getState());
}
}
The result from Matlab:
X =
-0.00000000000000
-0.01750000000000
0.01750000000000
0.13427356981778
0.50000000000000
-0.14913060410765
0.06986475572103
-0.08535020176844
0.00284500680371
Thanks,
- Oddvar
-----Original Message-----
From: Anders Peterson [mailto:an...@op...]
Sent: 14. oktober 2008 15:41
To: oja...@li...
Subject: Re: [ojAlgo-user] ActiveSetSolver - RuntimeException: Matrix is singular.
If you use PrimitiveMatrix.FACTORY instead of JamaMatrix.FACTORY your
code will run successfully and produce a solution
that is the same as the one you got from Matlab (within 4 decimals).
The reason is that PrimitiveMatrix, BigMatrix & ComplexMatrix (the
"native" ojAlgo matrices) are more intelligent in solving equation
systems than JamaMatrix. Look at the implementations of
BasicMatrix#solve() and you'll see what I mean.
/Anders
14 okt 2008 kl. 12.56 skrev Oddvar Grønning:
> Hi,
>
>
>
> I'm trying to solve some quadratic programming systems using
> version 24. The ActiveSetSolver does not always converge to a
> solution, but throws an exception, "Matrix is singular" (The
> exception is thrown by org.ojalgo.matrix.jama.LUDecomposition).
>
> The thing is that if I run Matlabs quadprog method on the exact
> same system, a solution is found without problems. Here is the code
> that produces the exception:
>
>
>
> public class QPTest {
>
>
>
> public static void main(String[] args) {
>
> new QPTest();
>
> }
>
>
>
> public QPTest() {
>
>
>
> BasicMatrix[] system = new BasicMatrix[6];
>
> //{[AE], [be], [Q], [c], [AI], [bi]}
>
>
>
> double[][] AE = new double[][]
> {{-0.0729971273939726,-0.31619624199405116,-0.14365990081105298,-3.491
> 4813388431334E-15,0.9963066090106673,0.9989967493404447,1.0,0.0,0.0},
> {-2.5486810808521023E-16,3.6687950405257466,3.2047109656515507,1.0,0.0
> 8586699506600544,0.04478275122437895,0.0,1.0,0.0},
> {-7.646043242556307E-15,-107.21808503782593,-97.434268076846,30.0,-11.
> 54276933307617,7.647488207332634,0.0,0,1.0}};
>
> system[0] = JamaMatrix.FACTORY.copy
> (AE); // AE
>
> system[1] = JamaMatrix.FACTORY.copy(new
> double[][]{{10.461669614447484}, {-0.5328532701990767},
> {15.782527136201711}}); // be
>
> system[2] = JamaMatrix.FACTORY.buildEye(9,
> 9); // Q
>
> system[2] = system[2].set(3, 3, 10);
>
> system[2] = system[2].set(4, 4, 10);
>
> system[2] = system[2].set(5, 5, 10);
>
> system[2] = system[2].set(6, 6, 1000000000);
>
> system[2] = system[2].set(7, 7, 1000000000);
>
> system[2] = system[2].set(8, 8, 1000000000);
>
> system[3] = JamaMatrix.FACTORY.copy(new
> double[][]{{0}, {0}, {0}, {1}, {1}, {1}, {0}, {0},
> {0}}); // c
>
>
>
> double[][] Ain = new double[18][9];
>
>
>
> for(int i = 0; i < 9; i++) {
>
> Ain[i][i] = 1;
>
> Ain[i+9][i] = -1;
>
> }
>
> system[4] = JamaMatrix.FACTORY.copy
> (Ain); // AI
>
>
>
> double[][] bin = new double[][]{{0},
> {0.0175}, {0.0175}, {5}, {5}, {5}, {100000}, {100000}, {100000},
> {0}, {0.0175}, {0.0175}, {5}, {5}, {5}, {100000}, {100000}, {100000}};
>
> system[5] = JamaMatrix.FACTORY.copy
> (bin); // bi
>
>
>
> ActiveSetSolver as = new ActiveSetSolver
> (system);
>
> Result res = as.solve();
>
> }
>
> }
>
>
>
> Am I doing something wrong? Bug?
>
>
>
> Matlab is returning:
>
> X =
>
>
>
> 0.00000000000000
>
> -0.01750000000000
>
> -0.01750000000000
>
> 0.88830035195990
>
> 4.56989525276369
>
> 5.00000000000000
>
> 0.90562154243124
>
> -1.91718419629399
>
> 0.06390614020590
>
>
>
> - Oddvar
>
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