Re: [ojAlgo-user] Auto-discard notification

[Anders P. <an...@op...>]

Could you please check which e-mail address your using? It seems  
you're not using one that is a member of this list.


There are two aspects of this problem:

1) ojAlgo has numerical difficulties when solving this problem  
(actually with several of your problems). ojAlgo doesn't produce  
solutions as good as Matlab's. With poor intermediate (sub-problem)  
solutions it is difficult to conclude if the main algorithm should  
stop iterating or not...

By tweaking the stop-criteria I can get the algorithm to exit  
normally and produce a solution - just not a very good one - and this  
without breaking any other existing unit tests. Guess this is ok...

2) v25.0 had a bug that gave you an ArrayIndexOutOfBoundsException  
instead of just exiting with state "FAILED". This is fixed now.


On 19 nov 2008, at 18.15, oja...@li...  
wrote:

> Matlab comes up with:
>
> x =
>
>    0.00000000000000
>    0.01750000000000
>   -0.01750000000000
>    1.46389524463679
>    5.00000000000000
>    4.87681260745493
>    4.45803387299108
>   -6.77235264210831
>    0.22574508859158

ojAlgo can only produce something like this:

x =
{{5.340576172E-5},
{0.01749420166016},
{-0.0174560546875},
{1.4642539024353},
{4.99999952316284},
{4.87466540336609},
{4.46074233874029},
{-6.7764671657036},
{0.2258822393782}}





> -----Original Message-----
>> From: Anders Peterson [mailto:an...@op...]
> Sent: 19. november 2008 16:00
> To: Anders Peterson
> Subject: Re: [ojAlgo-user] Auto-discard notification
>
> What solution do you get from Matlab in this case? /Anders
>
> On 19 nov 2008, at 13.04, oja...@li...
> wrote:
>
>> The attached message has been automatically discarded.
>> Date: onsdag 19 nov 2008 13.03.33 GMT+01:00
>> To: "'oja...@li...'" <ojalgo-
>> us...@li...>
>> Subject: RE: [ojAlgo-user] ojAlgo v25
>>
>>
>>
>> Hi, I've tested the v25 ActiveSetSolver.
>>
>> I triggered an ArrayIndexOutOfBoundsException that I did not
>> encounter in v24.11:
>>
>> Exception in thread "main"  
>> java.lang.ArrayIndexOutOfBoundsException: 2
>> 	at
>> org.ojalgo.optimisation.quadratic.ActiveSetSolver.needsAnotherIterati 
>> o
>> n(ActiveSetSolver.java:230)
>> 	at org.ojalgo.optimisation.quadratic.QuadraticSolver.solve
>> (QuadraticSolver..java:144)
>>
>> Here is an example that will reproduce the exception:
>>
>>
>> import org.ojalgo.matrix.BasicMatrix;
>> import org.ojalgo.matrix.PrimitiveMatrix;
>> import org.ojalgo.optimisation.OptimisationSolver.Result;
>> import org.ojalgo.optimisation.quadratic.ActiveSetSolver;
>>
>> 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[][]{{-10.630019918689772,
>> 0.15715259580856766, -24.006889886456438, -3.4914813388431334E-15,
>> 0.9987922086746552, 0.9018272287390979, 1.0, 0.0, 0.0},
>> {-3.711451617763614E-14, -3.1946032406211518, 50.10466796063192,
>> 1.0, 0.04913373475326318, 0.4320968057099691, 0.0, 1.0, 0.0},
>> {-1.1134354853290842E-12, 94.42372385635744, -1719.2020477970657,
>> 30.0, -10.463141920669791, -4.8464591126471905, 0.0, 0.0, 1.0}};		
>>
>> 		system[0] = PrimitiveMatrix.FACTORY.copy(AE);	// AE
>> 		system[1] = PrimitiveMatrix.FACTORY.copy(new double[][]
>> {{14.272908058664967}, {-3.888270819999793},
>> {-0.06992907379067503}});			// 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}, {5},
>> {5}, {5}, {100000}, {100000}, {100000}, {0}, {0.0175}, {0.0175},
>> {5}, {5}, {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());
>> 		print("sol", res.getSolution());
>> 		
>> 	}
>> }
>>
>> - Oddvar
>
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