Example 1: Solve a Quadratic Programming Problem

The quadratic programming problem is to minimize

subject to

import com.imsl.math.*;

public class QuadraticProgrammingEx1 {

    public static void main(String args[]) {
        double h[][] = {
            {2, 0, 0, 0, 0},
            {0, 2, -2, 0, 0},
            {0, -2, 2, 0, 0},
            {0, 0, 0, 2, -2},
            {0, 0, 0, -2, 2},
        };
        double aeq[][] = {
            {1, 1, 1, 1, 1},
            {0, 0, 1, -2, -2}
        };
        double beq[] = {5, -3};
        double g[] = {-2, 0, 0, 0, 0};
        try {
            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());
        } catch (Exception e) {
            System.out.println(e.getMessage());
        }
    }
}

Output

  x
   0  
0  1  
1  1  
2  1  
3  1  
4  1  

 dual
   0   
0   0  
1  -0