Re: [ojAlgo-user] Quadratic Program fails

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

When I run that code I get an ArrayIndexOutOfBoundsException, and that's because "C" should be a column vector rather than a row vector.

Had you taken my advice and used ExpressionsBasedModel this wouldn't have happened. That class actually does something for you:

1) You can model your problems without worrying about specific solver requirements.
2) It knows which solver to use.
3) It knows how to use that solver.
4) It has a presolver that tries to simplify the problem before invoking a solver (sometimes it turns out there is no need to invoke a solver at all).
5) When/if needed it scales problem parameters, before creating solver specific data structures, to minimize numerical problems in the solvers.
6) It's the only way to access the integer solver.

/Anders


On 9 jan 2014, at 16:53, Nico Potyka <Nic...@gm...> wrote:

> 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
> 
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