Example 2: Solve a Quadratic Programming Problem

The quadratic programming problem is to minimize

subject to

using System;
using 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 = new double[]{4, - 2};
		double[] g = new double[]{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   0.285714285714286  
1   1.42857142857143   
2  -0.857142857142857  

         dual
           0           
0   1.14285714285714   
1  -0.571428571428572  
2   0