package com.imsl.test.example.math;

import com.imsl.math.*;

/**
 * <p>
 * Solves a quadratic programming problem with equality constraints.</p>
 *
 * <p>
 * The quadratic programming problem is to minimize</p>
 *
<p>
 * $$x_0^2 + x_1^2 + x_2^2$$</p>
 *
<p>
 * subject to</p>
 *
<p>
 * $$x_0 + 2x_1 - x_2 = 4$$</p>
 *
<p>
 * $$x_0 - x_1 + x_2 = -2$$</p>
 *
 *
 * @see <a href="QuadraticProgrammingEx2.java">Code</a>
 * @see <a href="doc-files/QuadraticProgrammingEx2.out">Output</a>
 */

public class QuadraticProgrammingEx2 {

    public static void main(String args[]) throws Exception {
        double h[][] = {
            {2, 0, 0},
            {0, 2, 0},
            {0, 0, 2}
        };
        double aeq[][] = {{1, 2, -1}, {1, -1, 1}};
        double beq[] = {4, -2};
        double g[] = {0, 0, 0};

        QuadraticProgramming qp
                = new QuadraticProgramming(h, g, aeq, beq, null, null);
        // Print the solution and its dual
        new PrintMatrix("x").print(qp.getSolution());
        new PrintMatrix("dual").print(qp.getDual());
    }
}