CGAL users discussion list

[DaniCamps <>]

Hi,

After some tweaking I get now the following result:

status:          OPTIMAL
objective value: -1.27827e-26/2.71051e-24
variable values:
  0: 0/1
  1: 6e-05/0.0001
  2: 1.35525e-20/1.35525e-20
  3: 4e-05/0.0001

It turns out that the objective value is correct (the same I get through
Matlab), i.e. -0.00471, but the variable values are wrong. In fact if you
evaluate the objective function (x'*D*x + c'*x) at the x = (0; 6e-9; 1;
4e-9) you get a value of -0.0024, not corresponding to the optimal one.
Instead the solution delivered by Matlab quadprog() does correspond to the
optimal value of the cost function.

Any help is appreciated.

BR

Daniel

PS: I post here my program

// example: construct a quadratic program from data
// the QP below is the first quadratic program example in the user manual
#include <iostream>
#include <cassert>
#include <CGAL/basic.h>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>

// choose exact integral type
#ifdef CGAL_USE_GMP
#include <CGAL/Gmpzf.h>
typedef CGAL::Gmpzf ET;
#else
#include <CGAL/MP_Float.h>
typedef CGAL::MP_Float ET;
#endif

// program and solution types
typedef CGAL::Quadratic_program<double> Program;
typedef CGAL::Quadratic_program_solution<ET> Solution;

int main() {
  // by default, we have a nonnegative QP with Ax <= b
  Program qp (CGAL::EQUAL, true, 0, true, 0);

  //Setting matrix A
  qp.set_a(0,0,1);
  qp.set_a(1,0,0);
  qp.set_a(2,0,1);
  qp.set_a(3,0,0);
  qp.set_a(0,1,0);
  qp.set_a(1,1,1);
  qp.set_a(2,1,0);
  qp.set_a(3,1,1);

  //Setting constraints vector b
  qp.set_b(0,1);
  qp.set_b(1,1);

  // Setting matrix D
  qp.set_d(0,0,0.00005);
  qp.set_d(1,0,0.00005);
  qp.set_d(1,1,0.00005);
  qp.set_d(2,0,0);
  qp.set_d(2,1,0);
  qp.set_d(2,2,0.00005);
  qp.set_d(3,0,0);
  qp.set_d(3,1,0);
  qp.set_d(3,2,0.00005);
  qp.set_d(3,3,0.00005);

  //Setting vector c
  qp.set_c(0,-0.002359);
  qp.set_c(1,-0.002359);
  qp.set_c(2,-0.002399);
  qp.set_c(3,-0.002399);

  //Setting upper bounds
  qp.set_u(0, true, 0.914808);
  qp.set_u(1, true, 0.933087);
  qp.set_u(2, true, 1.061726);
  qp.set_u(3, true, 1.028364);

  //Setting lower bounds
  qp.set_l(0, true, 0);
  qp.set_l(1, true, 0);
  qp.set_l(2, true, 0);
  qp.set_l(3, true, 0);

  //Setting euality constraints
  qp.set_r(0, CGAL::EQUAL);
  qp.set_r(1, CGAL::EQUAL);


  Solution s = CGAL::solve_quadratic_program(qp, ET());
  assert (s.solves_quadratic_program(qp));

  // output solution
  std::cout << s;
  return 0;
}




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