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

[Keun L. <lee...@gm...>]

Thank you for your reply. I've been reading through the code and I
think I understand what you're saying as well as the formatting of the
matrices that will be inputted.

Am I correct to assume that I will need to program my own algorithm to
determine a search direction, then loop it through to do SQP until an
idea solution is reached?

On Thu, Jul 16, 2009 at 3:18 AM, Anders Peterson<an...@op...> wrote:
> 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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-- 
Keun Lee, BSME
University of Miami
Industrial Assessment Center
1251 Memorial Drive
Coral Gables, FL 33146