[ojAlgo-user] QuadraticSolver issue

[Simon G. <si...@ya...>]

Hello! I'm using the QuadraticSolver in ojAlgo. Solvingmin 1/2 [X]T[Q][X] - 
[C]T[X]
when [AE][X] == [BE]

and [AI][X] <= [BI]

I'm having a problem. Can anyone help? In the equalities I state that the sum 
the variables must be = 1 (by making AE a row of 1's and BE=1). And in the 
inequalities I state that all variables must be between 0 and 1 (by making AI an 
Identity Matrix and AE a column vector of 1's, which along with the equalities 
restriction means none can go above 1 or below 0). Still, when I run solve(), 
the result follows that the sum of X is 1, however, sometimes there's negative 
Xi's...

This is how I instance the solver:

QuadraticExpressionsModel qem = new QuadraticExpressionsModel(VARIABLE);
QuadraticSolver.Builder qdrtc_slvr_bldr = new 
QuadraticSolver.Builder(qem).objective(Q_ms, C_ms).equalities(AE_ms, 
BE_ms).inequalities(AI_ms, BI_ms);
QuadraticSolver qdrtc_slvr = qdrtc_slvr_bldr.build();

when I call "qdrtc_slvr_bldr.getAI()" I get the matrix I inserted, so it seem 
like the object has all the matrices in place. Am I doing something wrong?

Thanks in advance for any help!

SG