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SQP: unable to solve subquadratic programming problem error

Home 21090308 Forums Numerical Method Optimization SQP: unable to solve subquadratic programming problem error

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  • #5958
    harshit1998
    Member

    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)

     

    #5961
    harshit1998
    Member

    It is also noticed that for the same 3 constraints and with different initial point, the algorithm says “No Solution: the system of linear equations is inconsistent” as well sometimes. upon first hand observation of the constraints one can easily say that it is not so. There definitely exists so many points which satisfy all constraints. The optimization procedure just needs to find which of these solutions give the minimum value for the same RealScalarFunction ,which it fails to do and gives weird comments as output!!!

    #5964
    webmaster
    Member

    Hi harshit1998,

    Could you please also provide the values of “Gradmat” and “Hmat” for us to investigate? Thanks.

    #5966
    haksunli
    Keymaster

    Both the objective function and the constraints are missing, please post the values.

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