Re: [ojAlgo-user] Quadratically Constrained Quadratic Optimization?

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

On 16 jul 2009, at 02.16, Keun Lee wrote:

> Hello,
>
> I recently discovered your package and it seems like it is a perfect
> fit for what I am trying to do, which is implement a program that will
> output tolerancing data using data points.
>
> The optimization problem in question has quadratic inequality
> constraints and there can be upwards of 1000 or so constraints
> depending on the amount of data points.
>
> Does ojalgo have the ability to take in these constraints and convert
> them to a Lagrangian formula by relaxing the constraints and solve it?

No, you'll have to that yourself.

> I'm also a beginner at this and am having trouble finding the way to
> do this, and am not sure what format the inputs have to be in. I
> noticed a mention of an example in the archives but I'm assuming that
> there's other code out there now that will allow me to study this
> further.

Don't know what to tell you... (Not a very specific question.)

Reformulate/relax your problem and see if you can find a way to feed  
it to:

http://ojalgo.org/generated/org/ojalgo/optimisation/quadratic/QuadraticModel.html
or
http://ojalgo.org/generated/org/ojalgo/optimisation/quadratic/QuadraticSolver.Builder.html


If you haven't already I suggest you read something about Sequential  
Quadratic Programming (SQP).


/Anders


> Regards,
> -- 
> Keun Lee, BSME
> Graduate Student, Industrial Engineering
> University of Miami
> Industrial Assessment Center
> 1251 Memorial Drive
> Coral Gables, FL 33146
>
> e-mail: lee...@gm...
>
> Phone: (305) 284-2367
>
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