Thomas, Thanks for the suggested solution. Seams to do the job as it no longer throws errors.
How do I retrieve my resulting double[] s from the PointValuePair r = new SimplexSolver().optimize(...)? /Alexander 7 mar 2013 kl. 17:37 skrev Thomas Neidhart <[email protected]>: > On Thu, Mar 7, 2013 at 5:13 PM, Alexander Sehlström > <[email protected]>wrote: > >> Hi, >> >> I wish to solve the following problem: >> >> /* Problem -------------------------------------------------------- >> * Starting from double[] s0, determine double[] s, the solution of: >> * >> * | min f' * s >> * | >> * | s.t. s_l <= s <= s_u >> * >> * where double[] f has the same length as the double [] s. >> * >> * The double[] s_l and double[] s_u are lower and upper bounds of s, >> * respectively. >> * ---------------------------------------------------------------- >> */ >> >> I have tried to understand what solution algorithm in Apache Commons Math >> to use. I have tried the SimplexSolver, but it seams unable to handle >> SimpleBounds and demands LinearConstraint which I do not have any. >> >> Any suggestions of how to use the library for this problem? > > > Hi Alexander, > > you can also see your bounds as linear constraints: > > s_l <= s <= s_u is equivalent to > > linear constraint s_i >= s_l > linear constraint s_i <= s_u > > where s_i is your respective entry in the s array. > > Hope this helps, > > Thomas --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
