Re: [ojAlgo-user] v25.1

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

On 21 nov 2008, at 10.07, Oddvar Grønning wrote:

> Sorry about the e-mail address, it was changed during a mail server  
> upgrade.. Should be back to the old now.
>
> V25.1 works without exceptions. I still a lot of FAILED results,  
> was planning to ask you about this next. I guess this is due to the  
> intermediate sub-problem solutions you are mentioning.

I think so.

> I have a dynamic optimization problem to solve that mostly is  
> overdetermined, so the optimization problem has a set of solutions  
> instead of one global solution. I guess this is the reason of the  
> numerical difficulties of my systems.

Yes, I think the problem is that you have several (near) redundant  
constraints.

> I see that if I use the solution from the ActiveSetSolver even if  
> the state is FAILED, it seems to work very well. I'm no expert on  
> optimization problems, but it seems to me that the ActiveSetSolver  
> solution actually is in the optimal solution set, or very near, and  
> that the FAILED state is somewhat misleading.

Do you mean feasible solution set?

Do the Matlab and ojAlgo solutions give the same objective value?

FAILED, in this case, should be interpreted as "I don't know the  
quality of this solution". It seems to me, since you're happy, that  
you get a feasible solution that is close to optimal.

Generally the solvers are not very intelligent in terms of setting  
the correct state. There's definitely room for improvement here. In  
some of your cases you should get FEASIBLE if the algorithm can't  
find/prove OPTIMAL or UNIQUE.

/Anders


> Thanks for your help, Anders.
>
> - Oddvar
>
> -----Original Message-----
>> From: Anders Peterson [mailto:an...@op...]
> Sent: 20. november 2008 13:30
> To: Oddvar Grønning
> Subject: v25.1
>
> How does this version work for you?