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Imports System
Imports CenterSpace.NMath.Core
Namespace CenterSpace.NMath.Examples.VisualBasic
A .NET example in Visual Basic
Module QuadraticProgrammingExample
Example illustrating the use of the ActiveSetQPSolver Module to
solve a Quadratic Programming (QP) problem.
Sub Main()
Minimize q(x) = (x0 - 1)^2 + (x1 - 2.5)^2
subject to -x0 + 2*x1 <= 2
x0 - 2*x1 >= -6
-x0 + 2*x1 >= -2
x0 >= 0
x1 >= 0
Translating the objective function into the form
0.5*xHx + xc
yields
H = | 2 0 |
| 0 2 |
x = (-2 -5)
Dim H As New DoubleMatrix("2x2[2 0 0 2]")
Dim C As New DoubleVector(-2.0, -5.0)
Set up the QP problem
Dim Problem As New QuadraticProgrammingProblem(H, C)
Problem.AddUpperBoundConstraint(New DoubleVector(-1.0, 2.0), 2.0)
Problem.AddLowerBoundConstraint(New DoubleVector(1.0, -2.0), -6.0)
Problem.AddLowerBoundConstraint(New DoubleVector(-1.0, 2.0), -2.0)
add the lower bound of 0 for x0
Problem.AddLowerBound(0, 0)
add the lower bound of 0 for x1
Problem.AddLowerBound(1, 0)
Dim solver As New ActiveSetQPSolver()
Console.WriteLine()
If (solver.Solve(Problem) <> True) Then
Solver failed to find a solution. Print out the solver status.
Console.WriteLine("Solver failed. Status = {0}", solver.Status)
Return
End If
Solver found a solution. Print out the optimal x and objective function
values and the number of iterations.
Console.WriteLine("Solver found solution (x0, x1) = ({0}, {1}) after {2} iterations", _
solver.OptimalX(0), solver.OptimalX(1), solver.Iterations)
Console.WriteLine("Optimal objective function value = {0}", solver.OptimalObjectiveFunctionValue)
Console.WriteLine()
Console.WriteLine("Press Enter Key")
Console.Read()
End Sub
End Module
End Namespace
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