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This repository was archived by the owner on Nov 19, 2020. It is now read-only.
This repository was archived by the owner on Nov 19, 2020. It is now read-only.

QP #171

@castek

Description

@castek

Hello,
I'm using accord's goldfarb idnani QP. I have a set of solvable inputs. With accord I get around 2% failure with "NoPossibleSolution" result. How can I tune (some threshold) the accuracy of the solver, so that I can get solution in 100% of solvable inputs?

My inputs are in format of
minimize 1/2 * x^T Q x + d^T x
where A x >= b

I'm calling:
var solver = new GoldfarbIdnani(Q, d,
A, b, Equalities);
solver.Minimize();

One example of solvable input that returns NoPossibleSolution:
{"Q":[2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2],"d":[3132,6264,15660,18792,21924,6264,18792,21924,9396,3132,12528,6264,9396,18792,21924,9396,3132,3132,6264,15660,18792],"A":[1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1],"b":[703.999,-704.001,1267.999,-1268.001,1565.999,-1566.001,471.999,-472.001,1425.999,-1426.001,-107.001,-1164.001,-57.001,-311.001,-1433.001,-0.001,-0.001,-788.001,-472.001,-850.001,-273.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001,-0.001],"Equalities":0}

If there is more than one possible solution with equal minimum value, it's enough to get any solution.

The constraints are of three types:

  1. x1 + x2 + x3 + x4 = 704,
    it returned NoPossibleSolution for many inputs, so I substituted it with two inequalities:
    x1 + x2 + x3 + x4 >= 703.999 and
    x1 + x2 + x3 + x4 <= 704.001
    This substitution helped a lot.
  2. sum of some variables <= some positive integer (eg. 107 as in b[10])
    this I substituted with:
    sum of some variables <= some positive integer + epsilon
    eg.
    sum of some variables <= 107.001
  3. each variable >= 0
    that I substituted with:
    each variable >= -epsilon
    eg.
    each variable >= -0.001

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