Home Forums Exception – unable to solve a sub quadratic programming problem

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  • #1916
    hessinemaaoui
    Keymaster

    Hi,

    I have been working on the SuanShu library for the past few weeks. Recently I found a problem in solving a non linear constrained optimization problem using SQPActiveSetSolver Algorithm.  I have attached the source code here. It is a two dimensional problem with one equality constraint and two inequality constraints.

    On executing the line with initial point as (60, 1),

    Vector xmin = optim.search(new DenseVector(initialPoint), new DenseVector(new double[] {1,1}), new DenseVector(new double[] {1,1}));       

    gives the following exception:

    java.lang.RuntimeException: unable to solve a sub quadratic programming problem:
    at com.numericalmethod.suanshu.optimization.constrained.sqp.activeset.SQPActiveSetSolver.search(lc:131)
    at ReproducingUnableToSolveError.solveConstrainedOptimization(ReproducingUnableToSolveError.java:121)

    Another observation is that, if I interchange the variables (x[0] -> x[1], x[1] -> x[0] on the constraints and objective function) and the initial point as (1, 60), then the algorithm solves the optimization problem and produces the results.

    Other technical details:
    Java version : 1.6.0_10-rc2-b32

    Thanks and Regards,
    Nilavalagan

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