Re: [ojAlgo-user] Quadratic Program fails

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

Thanks again and sorry for wasting your time. For some reason, there is no exception thrown on my computer and executing the code yields "FAILED". However, after switching to a column vector my general implementation works perfectly fine.  

I took your advice, but I need to perform some matrix operations to determine Q in general and therefore prefered the following example from the unit tests. Furthermore, the problems can become quite large. In fact, most interesting problem instances have hundreds of variables and I can easily construct examples with thousands or millions of variables. Therefore I figured that generating a variable object for each optimization variable might not be the best way to go. But I will give it a try.

Best regards 
Nico



 

Gesendet: Donnerstag, 09. Januar 2014 um 21:07 Uhr
Von: "Anders Peterson" <an...@op...>
An: "ojAlgo ojAlgo" <oja...@li...>
Betreff: Re: [ojAlgo-user] Quadratic Program fails
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
>
> ------------------------------------------------------------------------------
> CenturyLink Cloud: The Leader in Enterprise Cloud Services.
> Learn Why More Businesses Are Choosing CenturyLink Cloud For
> Critical Workloads, Development Environments & Everything In Between.
> Get a Quote or Start a Free Trial Today.
> http://pubads.g.doubleclick.net/gampad/clk?id=119420431&iu=/4140/ostg.clktrk
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user[https://lists.sourceforge.net/lists/listinfo/ojalgo-user]
>
>


------------------------------------------------------------------------------
CenturyLink Cloud: The Leader in Enterprise Cloud Services.
Learn Why More Businesses Are Choosing CenturyLink Cloud For
Critical Workloads, Development Environments & Everything In Between.
Get a Quote or Start a Free Trial Today.
http://pubads.g.doubleclick.net/gampad/clk?id=119420431&iu=/4140/ostg.clktrk[http://pubads.g.doubleclick.net/gampad/clk?id=119420431&iu=/4140/ostg.clktrk]
_______________________________________________
ojAlgo-user mailing list
ojA...@li...
https://lists.sourceforge.net/lists/listinfo/ojalgo-user[https://lists.sourceforge.net/lists/listinfo/ojalgo-user]