Re: [ojAlgo-user] QuadraticSolver with unsatisfiable constraints
Mathematics, linear algebra and optimisation
Brought to you by:
apete
Menu
▾
▴
Re: [ojAlgo-user] QuadraticSolver with unsatisfiable constraints
|
From: Pierre A. <pau...@pi...> - 2009-11-16 13:49:41
|
Hello Anders, Thanks a lot for the swift reply. I 've played with the latest snapshot and here are my findings: - Most of the times now, when the constraints cannot be satisfied, the solver terminates with the state FAILED, which is what one would expect, albeit after a great lot of iterations. - Sometimes however, it terminates with the state OPTIMAL, and the model validation returns FALSE, same as before I took the snapshot. - Sometimes as well, it throws a NPE in the SVD (after saying that LU is not solvable). I'm trying to build a simple JUnit and send it to you. Kind regards, Pierre "Anders Peterson" <an...@op...> 16.11.2009 12:57 Please respond to oja...@li... To oja...@li... cc Subject Re: [ojAlgo-user] QuadraticSolver with unsatisfiable constraints Warning: this message has been delivered from outside the Pictet Group. If the content is related to banking matters, please apply the same procedure as for an incoming Fax or letter. Attention: Ce message provient de l'extérieur du Groupe Pictet. S'il possède un caractère bancaire, veuillez le traiter de la même manière qu'un Fax ou une lettre entrante. On 16 nov 2009, at 11.06, Pierre AUSLAENDER wrote: > 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. I recently fixed a couple of bugs related to this. Get the latest snapshot download from Source Forge, and try if that solves your problem. If it doesn't I'd like you to give me (junit) test case. > 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? That comment should have been removed. It was only relevant for the now removed/replaced KnapsckSolver. That solver could only use 1 constraint - the first one you added. I'll correct the javadoc comment now. /Anders > 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. > ________________________________________________________________ > > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 > 30-Day > trial. Simplify your report design, integration and deployment - and > focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july_______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ ojAlgo-user mailing list ojA...@li... https://lists.sourceforge.net/lists/listinfo/ojalgo-user ________________________________________________________________ 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. ________________________________________________________________ |
