SQP: unable to solve subquadratic programming problem error

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:*

<code>RealScalarFunction F=new RealScalarFunction(){
		  public int dimensionOfDomain() {return 3;}
		  public int dimensionOfRange() { return 1;}
	        @Override
		public Double evaluate(com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector x) {
			DenseVector xx=new DenseVector(x);
			  return xx.innerProduct(Gradmat)+xx.innerProduct(Hmat.multiply(xx));}
                };
			  SQPActiveSetOnlyInequalityConstraintMinimizer SQP=new
                          SQPActiveSetOnlyInequalityConstraintMinimizer(0.001, 1000);
	                  System.out.println(greater.toString());
	                  IterativeSolution<Vector> minimizer=SQP.solve(F,greater);
	                  Vector x=minimizer.search(new DenseVector(100.,10.,10.),new DenseVector(5,5));
	                  System.out.println("x=" +x);</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)

• This topic was modified 4 months, 1 week ago by harshit1998.
• This topic was modified 4 months, 1 week ago by harshit1998.