Example 2: Solve a Quadratic Programming Problem

The quadratic programming problem is to minimize

subject to

import com.imsl.math.*;

public class QuadraticProgrammingEx2 {
    public static void main(String args[]) throws
    QuadraticProgramming.InconsistentSystemException {
        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());
    }
}

Output

     x
     0     
0   0.286  
1   1.429  
2  -0.857  

   dual
     0     
0   1.143  
1  -0.571  
2   0