[ojAlgo-user] Quadratic Program fails

[Nico P. <Nic...@gm...>]

Hi,

I tried to use ojAlgo to implement a norm minimization problem, but the solver fails even for very simple instances. The following example is one particular simple instance. Q is the identity matrix, C the zero vector. The constraints express that the solution is a probability function (AE for normalization and AI for non-negativity). Q is positive definite and the solution should be (0.5, 0.5), but qSolver fails.


        PrimitiveDenseStore tmpQ = PrimitiveDenseStore.FACTORY.rows(new double[][]{{1, 0},{0, 1}});
    	PrimitiveDenseStore tmpC = PrimitiveDenseStore.FACTORY.rows(new double[][]{{0, 0}});
		
    	PrimitiveDenseStore tmpAE = PrimitiveDenseStore.FACTORY.rows(new double[][]{{1, 1}});
    	PrimitiveDenseStore tmpBE = PrimitiveDenseStore.FACTORY.rows(new double[][]{{1}});
		
    	PrimitiveDenseStore tmpAI = PrimitiveDenseStore.FACTORY.rows(new double[][]{{-1, 0}, {0, -1}});
    	PrimitiveDenseStore tmpBI = PrimitiveDenseStore.FACTORY.rows(new double[][]{{0}, {0}});
		
        QuadraticSolver qSolver = new QuadraticSolver.Builder(tmpQ, tmpC).equalities(tmpAE, tmpBE).inequalities(tmpAI, tmpBI).build();
		
        Optimisation.Result tmpResult = qSolver.solve();
	System.out.println(tmpResult.getState());


Is there something wrong in my code or is there a problem with the quadratic solver?

Thanks
Nico