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[]) {
        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};

        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   0.286  
1   1.429  
2  -0.857  

   dual
     0     
0   1.143  
1  -0.571