search

liuq / QuadProgpp

A C++ library for Quadratic Programming which implements the Goldfarb-Idnani active-set dual method.
MIT License
285 stars 88 forks source link

Optimization without equality constraints #3

Closed jokla closed 7 years ago

jokla commented 7 years ago

Hi!

What am I supposed to do if I don't have any equality constraints in my optimization problem? How should define CE and ce0?

Thanks!

liuq commented 7 years ago

Hi Giovanni,

unfortunately I didn’t take care of such an optimisation in the code. But, I guess that you can simply define a single column matrix with zero values and put ce0 to the singleton 0 and it should work.

All the best,

Luca

On 31 luglio 2017 a 11:07:51, Giovanni Claudio (notifications@github.com) scritto:

Hi!

What am I supposed to do if I don't have any equality constraints in my optimization problem? How should define CE and ce0?

Thanks!

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/liuq/QuadProgpp/issues/3, or mute the thread https://github.com/notifications/unsubscribe-auth/ABEGUFtLT8JVpko4bw3X-2uUUFoLHK_Rks5sTZlkgaJpZM4OoGd7 .

jokla commented 7 years ago

Hi liuq,

Thanks for your prompt response! In fact, I tried using zero values but I got the following error:

terminate called after throwing an instance of 'std::runtime_error'
  what():  Constraints are linearly dependent

Then I tried using very small numbers and I don't get that error. I guess it should be OK!

Giovanni

jokla commented 7 years ago

It is working. Thanks for the help!