AlgLib's sample  works!  my welldefined solvable problem doesn't  see source code below... // minimization of F(x0,x1) = x0^2 + x1^2 6*x0  4*x1 // subject to linear constraint x0+x1<=2 // // Exact solution is [x0,x1] = [1.5,0.5] // real_2d_array a = "[[2,0],[0,2]]"; real_1d_array b = "[6,4]"; real_1d_array s = "[1,1]"; real_2d_array c = "[[1.0,1.0,2.0]]"; integer_1d_array ct = "[1]"; real_1d_array x;
My sample  perfectly well defined 'succeeds' with junk result [0.0,0.0] with bleic or denseaul. Am I doing something wrong? // minimization of F(x0,x1) = (5*x0^2 + 16*x0*x1  13*x1^2) / 2 + x0 + x1 // subject to linear constraint x0+x1=0 and to x0>=0, x1>=0 // // Exact solution is [x0,x1] = [1.0,1.0] // real_2d_array a = "[[5,8],[8,13]]"; real_1d_array b = "[1,1]"; real_1d_array s = "[1,1]"; real_2d_array c = "[[1,0,0],[0,1,0],[1,1,0]]"; integer_1d_array ct = "[1,1,0]"; real_1d_array x = "[0.85,0.85]";
inneriterationscount 0 ncholesky 0, nmv 0 outeriterationscount 0 terminationtype 4
. . .
using namespace alglib;
int _tmain(int argc, _TCHAR* argv[]) { try { // // This example demonstrates minimization of F(x0,x1) = x0^2 + x1^2 6*x0  4*x1 // subject to linear constraint x0+x1<=2 // // Exact solution is [x0,x1] = [1.5,0.5] // // IMPORTANT: this solver minimizes following function: // f(x) = 0.5*x'*A*x + b'*x.
/* AlgLib's sample  works! real_2d_array a = "[[2,0],[0,2]]"; real_1d_array b = "[6,4]"; real_1d_array s = "[1,1]"; real_2d_array c = "[[1.0,1.0,2.0]]"; integer_1d_array ct = "[1]"; real_1d_array x; */
/* My sample  perfectly well defined, with solution [1.0,1.0] 'succeeds' with junk result [0.0,0.0] inneriterationscount 0 ncholesky 0, nmv 0 outeriterationscount 0 terminationtype 4 */
real_2d_array a = "[[5,8],[8,13]]"; real_1d_array b = "[1,1]"; real_1d_array s = "[1,1]"; real_2d_array c = "[[1,0,0],[0,1,0],[1,1,0]]"; integer_1d_array ct = "[1,1,0]"; real_1d_array x = "[0.85,0.85]";
minqpstate state; minqpreport rep;
// create solver, set quadratic/linear terms minqpcreate(2, state); minqpsetquadraticterm(state, a); minqpsetlinearterm(state, b); minqpsetlc(state, c, ct);
minqpsetscale(state, s);
minqpsetalgobleic(state, 0.0, 0.0, 0.0, 0); //minqpsetalgodenseaul(state, 1.0e9, 1.0e+4, 5);
minqpoptimize(state); minqpresults(state, x, rep);
printf("inneriterationscount %u\n" "ncholesky %u, nmv %u\n" "outeriterationscount %u\n" "terminationtype %d\n" , rep.inneriterationscount, rep.ncholesky, rep.nmv, rep.outeriterationscount, rep.terminationtype); for(int i=0; i<N; i++) printf("x[%u] = %f\n", i, x[i]); } }
