Re: [ojAlgo-user] QuadraticSolver issue

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

What org.ojalgo.optimisation.State do you get?

Why don't you construct a junit test case to show me exactly what you're doing.

/Anders


On 13 jun 2011, at 16.21, Simon Greaves wrote:

> 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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