Re: [ojAlgo-user] QuadraticSolver issue

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

Hi, thanks for helping!
The inequality constraints are the ones being violated. All variables are 
supposed to be <=1, but I get one variable with values as high as 2.4...

SG
 




________________________________
From: Anders Peterson <an...@op...>
To: oja...@li...
Sent: Fri, June 10, 2011 4:15:06 PM
Subject: Re: [ojAlgo-user] QuadraticSolver issue

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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