Re: [ojAlgo-user] QuadraticSolver issue

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

Which constraint is violated with negative Xi's?

BTW

When/if you create the various matrices manually, the way you do, there is no need to (also) use QuadraticExpressionsModel.

Alternative 1:

QuadraticExpressionsModel qem = new QuadraticExpressionsModel(VARIABLE);
qem.add...;
qem.add...;
OptimisationSolver qdrtc_slvr = qem.getDefaultSolver();

Alternative 2:

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

/Anders


On 10 jun 2011, at 20.29, Simon Greaves wrote:

> Hello! I'm using the QuadraticSolver in ojAlgo. Solving
> min 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
> 
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