[ojAlgo-user] QuadraticSolver with unsatisfiable constraints

[Pierre A. <pau...@pi...>]

Hello,

Thank you for this library, which is a joy to use - once I got over the 
lack of documentation.

I'm using the QuadraticSolver (ActiveSetSolver) on a least squares 
minimisation problem, under a set of linear constraints. When the 
constraints can be satisfied, it works perfectly. However, when the 
constraints cannot be satisfied, the solver still returns with an OPTIMAL 
state after a few iterations. I was puzzled until I discovered the 
QuadraticSolver.validateSolution(...) methods, which I can use to 
effectively test the solution against the constraints.

Is this the way it is supposed to work, or did I do something wrong? I 
would have expected the solver to FAIL instead.

As an aside question, there is the following JavaDoc comment on 
ExpressionBasedModel.addConstraint(final String aName, ...): Note that 
only the first constraint you add will be used by the solver. What does 
this comment mean? Is it simply related to the uniqueness of the 
constraint name, or has it wider implications?

Thank you,
Pierre
________________________________________________________________

PAM S.A Geneva                           Tel. +41 (0)58 323 3333
60, route des Acacias                    Fax  +41 (0)58 323 2324
CH-1211 GENEVE 73                        http://www.pictet.com/
________________________________________________________________

This document should only be read by those persons to whom it is
addressed  and  is  not intended to be relied upon by any person
without  subsequent written confirmation of its contents. If you
have  received  this  e-mail message in error, please destroy it
and delete it from your computer.
Any  form of  reproduction, dissemination, copying,  disclosure,
modification,  distribution  and/or  publication  of this E-mail
message is strictly prohibited.
________________________________________________________________

Pictet reserves the right  to  monitor  and  record business and
personal communications. By  responding to an email or call from
a Pictet  employee  you  are  taken  to  have  consented to such
monitoring and recording.
________________________________________________________________