Home Forums SQP: unable to solve subquadratic programming problem error

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  • #5958
    hessinemaaoui
    Keymaster

    Looks the SQPActiveSetMinimizer fails to solve optimization even for simple linear constraints. The content inside the RealScalarFunction() must not matter given it just abstracts the mapping from some 3-vector to a double.Yet i have provided the full code. The greater than constraints have been printed and can be seen on the console.There is definitely a solution space carved by the inequalities for which F must have a minimum value.
    The whole signature of the error is given in O/P.

    Code:

    O/P:

    3×3
    [,1] [,2] [,3]
    [1,] 0.539247, -0.526988, -0.012283,
    [2,] -0.539247, 0.526988, 0.012283,
    [3,] 0.539247, -0.526988, -0.012283, >=
    [-87.788746, -86.671254, 12.210156]
    java.lang.RuntimeException: unable to solve a sub quadratic programming problem:
    java.lang.RuntimeException: unable to solve a sub quadratic programming problem:
    at com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer$Solution.step(uj:108)
    at com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer$Solution.search(uj:500)
    at com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetOnlyInequalityConstraintMinimizer$Solution.search(xjb:195)
    at com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetOnlyInequalityConstraintMinimizer$Solution.search(xjb:230)

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