Re: [ojAlgo-user] Bug in ConvexSolver with inequality constraints but no equality constraints

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

Do you think this was the same problem?

https://sourceforge.net/p/ojalgo/mailman/message/34442573/



> On 22 sep 2015, at 18:09, Harsha Veeramachaneni <hv...@gm...> wrote:
> 
> Hi,
> 
> I recently upgraded to v38.2 of Ojalgo for solving some quadratic programs. It seems that somewhere in the code there is an assumption that whenever there are inequality constraints there must be at least one equality constraint. My problem has a bunch of inequality constraints but no equality constraints and running it gives a "divide by zero" error. Again, this only seems to manifest itself when there are inequality constraints but no equality constraints.
> 
> I have reproduced it below with a simple example.
> 
> scala> val P = Array(Array(1.0, 0), Array(0, 1.0))
> 
> val c = Array(0.0, 0.0)
> 
> val Q = PrimitiveDenseStore.FACTORY.rows(P:_*).builder().build()
> 
> val C = PrimitiveDenseStore.FACTORY.columns(c).builder().build()
> 
> val myBuilderI = new ConvexSolver.Builder(Q, C)
> 
> val ai = Array(Array(1.0, 1.0))
> 
> val rhs = Array(1.0)
> 
> myBuilderI.inequalities(PrimitiveDenseStore.FACTORY.rows(ai:_*).builder().build(), PrimitiveDenseStore.FACTORY.columns(rhs).builder().build())
> 
> val prob = myBuilderI.build()
> 
> val solved = prob.solve()
> 
> scala> java.lang.ArithmeticException: / by zero
> 
> at org.ojalgo.matrix.store.PrimitiveDenseStore.fillByMultiplying(PrimitiveDenseStore.java:1199)
> 
> at org.ojalgo.matrix.store.MatrixStore.multiply(MatrixStore.java:438)
> 
> at org.ojalgo.matrix.store.MatrixStore.multiply(MatrixStore.java:432)
> 
> at org.ojalgo.optimisation.convex.ActiveSetSolver.performIteration(ActiveSetSolver.java:412)
> 
> at org.ojalgo.optimisation.convex.ConvexSolver.solve(ConvexSolver.java:310)
> 
> at org.ojalgo.optimisation.Optimisation$Solver.solve(Optimisation.java:383)
> 
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