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: Anders P. <an...@op...> - 2008-10-16 07:31:00
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I don't see the ArrayIndexOutOfBoundsException. That's most likely
because I use a later version (24.9) than you do. I've made some
changes to ActiveSetSolver that would affect this (I think I know
where/why you got that exception).
The incorrect state: I don't see the same thing you do, but I do see
something is wrong. I'll try to have a look at this later today.
Is it possible for you to get the latest version from CVS?
/Anders
On 15 okt 2008, at 15.11, Oddvar Grønning wrote:
> 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,-3.49
>> 1
>> 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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>> -
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>
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