Thread: [ojAlgo-user] Quadratically Constrained Quadratic Optimization?
Mathematics, linear algebra and optimisation
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From: Keun L. <lee...@gm...> - 2009-07-16 00:17:07
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Hello, I recently discovered your package and it seems like it is a perfect fit for what I am trying to do, which is implement a program that will output tolerancing data using data points. The optimization problem in question has quadratic inequality constraints and there can be upwards of 1000 or so constraints depending on the amount of data points. Does ojalgo have the ability to take in these constraints and convert them to a Lagrangian formula by relaxing the constraints and solve it? I'm also a beginner at this and am having trouble finding the way to do this, and am not sure what format the inputs have to be in. I noticed a mention of an example in the archives but I'm assuming that there's other code out there now that will allow me to study this further. Regards, -- Keun Lee, BSME Graduate Student, Industrial Engineering University of Miami Industrial Assessment Center 1251 Memorial Drive Coral Gables, FL 33146 e-mail: lee...@gm... Phone: (305) 284-2367 |
From: Anders P. <an...@op...> - 2009-07-16 07:33:57
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On 16 jul 2009, at 02.16, Keun Lee wrote: > Hello, > > I recently discovered your package and it seems like it is a perfect > fit for what I am trying to do, which is implement a program that will > output tolerancing data using data points. > > The optimization problem in question has quadratic inequality > constraints and there can be upwards of 1000 or so constraints > depending on the amount of data points. > > Does ojalgo have the ability to take in these constraints and convert > them to a Lagrangian formula by relaxing the constraints and solve it? No, you'll have to that yourself. > I'm also a beginner at this and am having trouble finding the way to > do this, and am not sure what format the inputs have to be in. I > noticed a mention of an example in the archives but I'm assuming that > there's other code out there now that will allow me to study this > further. Don't know what to tell you... (Not a very specific question.) Reformulate/relax your problem and see if you can find a way to feed it to: http://ojalgo.org/generated/org/ojalgo/optimisation/quadratic/QuadraticModel.html or http://ojalgo.org/generated/org/ojalgo/optimisation/quadratic/QuadraticSolver.Builder.html If you haven't already I suggest you read something about Sequential Quadratic Programming (SQP). /Anders > Regards, > -- > Keun Lee, BSME > Graduate Student, Industrial Engineering > University of Miami > Industrial Assessment Center > 1251 Memorial Drive > Coral Gables, FL 33146 > > e-mail: lee...@gm... > > Phone: (305) 284-2367 > > ------------------------------------------------------------------------------ > Enter the BlackBerry Developer Challenge > This is your chance to win up to $100,000 in prizes! For a limited > time, > vendors submitting new applications to BlackBerry App World(TM) will > have > the opportunity to enter the BlackBerry Developer Challenge. See > full prize > details at: http://p.sf.net/sfu/Challenge > _______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user |
From: Keun L. <lee...@gm...> - 2009-07-17 22:56:56
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Thank you for your reply. I've been reading through the code and I think I understand what you're saying as well as the formatting of the matrices that will be inputted. Am I correct to assume that I will need to program my own algorithm to determine a search direction, then loop it through to do SQP until an idea solution is reached? On Thu, Jul 16, 2009 at 3:18 AM, Anders Peterson<an...@op...> wrote: > On 16 jul 2009, at 02.16, Keun Lee wrote: > >> Hello, >> >> I recently discovered your package and it seems like it is a perfect >> fit for what I am trying to do, which is implement a program that will >> output tolerancing data using data points. >> >> The optimization problem in question has quadratic inequality >> constraints and there can be upwards of 1000 or so constraints >> depending on the amount of data points. >> >> Does ojalgo have the ability to take in these constraints and convert >> them to a Lagrangian formula by relaxing the constraints and solve it? > > No, you'll have to that yourself. > >> I'm also a beginner at this and am having trouble finding the way to >> do this, and am not sure what format the inputs have to be in. I >> noticed a mention of an example in the archives but I'm assuming that >> there's other code out there now that will allow me to study this >> further. > > Don't know what to tell you... (Not a very specific question.) > > Reformulate/relax your problem and see if you can find a way to feed > it to: > > http://ojalgo.org/generated/org/ojalgo/optimisation/quadratic/QuadraticModel.html > or > http://ojalgo.org/generated/org/ojalgo/optimisation/quadratic/QuadraticSolver.Builder.html > > > If you haven't already I suggest you read something about Sequential > Quadratic Programming (SQP). > > > /Anders > > >> Regards, >> -- >> Keun Lee, BSME >> Graduate Student, Industrial Engineering >> University of Miami >> Industrial Assessment Center >> 1251 Memorial Drive >> Coral Gables, FL 33146 >> >> e-mail: lee...@gm... >> >> Phone: (305) 284-2367 >> >> ------------------------------------------------------------------------------ >> Enter the BlackBerry Developer Challenge >> This is your chance to win up to $100,000 in prizes! For a limited >> time, >> vendors submitting new applications to BlackBerry App World(TM) will >> have >> the opportunity to enter the BlackBerry Developer Challenge. See >> full prize >> details at: http://p.sf.net/sfu/Challenge >> _______________________________________________ >> ojAlgo-user mailing list >> ojA...@li... >> https://lists.sourceforge.net/lists/listinfo/ojalgo-user > > ------------------------------------------------------------------------------ > Enter the BlackBerry Developer Challenge > This is your chance to win up to $100,000 in prizes! For a limited time, > vendors submitting new applications to BlackBerry App World(TM) will have > the opportunity to enter the BlackBerry Developer Challenge. See full prize > details at: http://p.sf.net/sfu/Challenge > _______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user > -- Keun Lee, BSME University of Miami Industrial Assessment Center 1251 Memorial Drive Coral Gables, FL 33146 |