Example 1: Solve a Quadratic Programming Problem

The quadratic programming problem is to minimize

subject to

using System;
using 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 = new double[]{5, - 3};
		double[] g = new double[]{- 2, 0, 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.GetDualSolution());
	}
}

Output

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

           dual
             0            
0   0                     
1  -1.18329135783152E-32  
2   0                     
3   0                     
4   0