Can i optimize functions like this?

[hessinemaaoui]

//Hi, Here is a code trying to find x such that x’Vx*0.5-c’x is minimized constrained on sum of elements of x =1 ,but
//it doesn’t work well and I think the problem is on optim.solve which may not be able to optimize the functions like crosssum and dot by //myself, can anyone help to find the mistakes?
//Also, any better way to deal with a quadratic programming problem?
//Here is the code.

import com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyMethod;
import com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.BFGS;
import com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunction;
import com.numericalmethod.suanshu.number.DoubleUtils;
import com.numericalmethod.suanshu.optimization.constrained.general.ConstrainedProblem;
import com.numericalmethod.suanshu.vector.doubles.Vector;
import com.numericalmethod.suanshu.optimization.constrained.general.constraint.EqualityConstraints;
import com.numericalmethod.suanshu.optimization.constrained.general.constraint.LessThanConstraints;
import com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix;
import com.numericalmethod.suanshu.vector.doubles.dense.DenseVector;
import com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrixUtils;
import java.util.Arrays;
public class Quadprog{
    public static void main(String[]arg){
double [] u = new double []{0.15,0.2,0.4,0.2,0.05,0.3,0.4,0.3,0.06};
DenseMatrix I1 = new DenseMatrix(u,3,3);
double [] a = new double []{1,0.5,0.7};
DenseVector mu = new DenseVector(a);

System.out.println(Arrays.toString(Solver(I1,mu)));
    }
   
   
    public static double [] Solver (final DenseMatrix V , final DenseVector mu){
       
  final double [][] v = DenseMatrixUtils.to2DArray(V);   
  final double []y = mu.toArray();
  final int len = mu.length;
 
   
   
    RealScalarFunction f = new RealScalarFunction() {
        public double evaluate (double…x) {
            return 0.5*crosssum(x,v)-dot(x,y);
        }
        public int dimension4Domain() {
                return len;
            }

            public int dimension4Range() {
                return 1;
            }
};
   
   
    RealScalarFunction c1 = new RealScalarFunction() {
       
        public double evaluate (double …x) {
            return sum(x)-1;
        }
          public int dimension4Domain() {
                return len;
            }

            public int dimension4Range() {
                return 1;
            }
    };
   
   
        RealScalarFunction c2 = new RealScalarFunction() {
       
        public double evaluate (double …x) {
            return -sum(x);
        }
          public int dimension4Domain() {
                return len;
            }

            public int dimension4Range() {
                return 1;
            }
    };
    ConstrainedProblem problem = new ConstrainedProblem(f,new EqualityConstraints(c1),new LessThanConstraints(c2));
PenaltyMethod optim = new PenaltyMethod(PenaltyMethod.DEFAULT_PENALTY_FUNCTION_FACTORY,
                1e30,
                new BFGS());
        optim.solve(problem, 1e-2, 200);
Vector xmin = optim.search(new DenseVector(new double []{0,0,0}));  // as len=3
   
        double fxmin = f.evaluate(xmin.toArray());

        System.out.println(String.format(“f(%s) = %f”, DoubleUtils.doubleArray2StringArray(xmin.toArray()), fxmin));

return xmin.toArray();
           
}

   
   
    public static double sum (double []x) {  //finding sum of elements of an array
        double sum =0;
        for (int i = 0; i<=x.length-1 ;i++) {
            sum=sum+x;
    }
        return sum;
}
   
        public static double crosssum (double []x ,double [][]v) {  //finding x’vx
        double sum =0;
        for (int i = 0; i<=x.length-1 ;i++) {
            for (int j=0; j<=x.length-1 ; j++){
          sum=sum+v[j]*x*x[j];
    }
       
}
    return sum;
   
}
       
        public static double dot(double []x , double []y){  //finding dot product of two arrays
            double dot = 0;
            for (int i=0; i<=x.length-1; i++){
                dot = dot +x*y;
            }
            return dot;
        }
       
}

[Author]

Posts