I am trying to solve this optimization problem with one of the two solvers mentioned above. Problem: f(x) = (.5)x'Hx + f'x Quadratic constraints: lowerBound <= x <= upperBound Linear constraints(if they exist): (Aineq)x <= (bineq) (Aeq)x = (beq) I am building my constraints matrix properly A = [Aeq;Aineq] B = [beq;bineq]--> c = [A,B] ct is a vector with 0's representing the equality rows and -1's representing inequality constraints
H is a Hessian Matrix f is the vector for linear terms I know all sizes are correct, because I can run this in Matlab. I would like to get it to run in C#. Is this possible with AlgLib?
I have attached some example input Thank you for any assistance.
Attachments: |
File comment: x0 is the initial solution file. Scaling is already taken care of
ExampleInput.zip [2.24 KiB]
Downloaded 833 times
|
|