public QpProgressReport Run(SpreadSheetExample example)
{
Matrix<double> basisVectors = Matrix<double>.Build.DenseOfArray(example.BasisVectors);
Vector<double> targetVector = Vector<double>.Build.DenseOfEnumerable(example.TargetVector);
var assembler = new QpLeastSquaresFormulator();
QpProblem problem = assembler
.WithBasisVectors(basisVectors)
.WithTargetVector(targetVector)
.WithLowerConstraints(example.LowerConstraint)
.WithUpperConstraints(example.UpperConstraint)
.SetupProblem();
IQpProgressReportBroadcaster publisher = new QpProgressReportPublisher();
IQpInitialPointStrategy warmStarter = new QpWarmStarter();
var listener = new ConsoleOutputService();
listener.Subscribe(publisher);
var solverHack = new PredictorCorrectorSolver(
new QpPreSolver(problem.A, problem.b),
warmStarter,
new QpProgressAnalyser(problem, true),
publisher);
return solverHack.Solve(problem);
}
public QpProgressReport Run(SpreadSheetExample example)
{
Matrix <double> basisVectors = Matrix <double> .Build.DenseOfArray(example.BasisVectors);
Vector <double> targetVector = Vector <double> .Build.DenseOfEnumerable(example.TargetVector);
var assembler = new QpLeastSquaresFormulator();
QpProblem problem = assembler
.WithBasisVectors(basisVectors)
.WithTargetVector(targetVector)
.WithLowerConstraints(example.LowerConstraint)
.WithUpperConstraints(example.UpperConstraint)
.SetupProblem();
IQpProgressReportBroadcaster publisher = new QpProgressReportPublisher();
IQpInitialPointStrategy warmStarter = new QpWarmStarter();
var listener = new ConsoleOutputService();
listener.Subscribe(publisher);
var solver = new PredictorCorrectorSolver(
new QpPreSolver(problem.A, problem.b),
warmStarter,
new QpProgressAnalyser(problem, true),
publisher);
return(solver.Solve(problem));
}
public void PrintResults(QpProgressReport results, SpreadSheetExample example, Int64 elapsedMs, StringBuilder stringBuilder)
{
this.Display(new String('*', 50), stringBuilder);
this.Display(example.Name, stringBuilder);
this.Display(string.Format("Iterations: {0}", results.Iterations), stringBuilder);
this.Display(string.Format("Elapsed time: {0}ms", elapsedMs), stringBuilder);
this.Display("Solution: " + results.SolveStatus.ToString(), stringBuilder);
this.Display(results.X, stringBuilder);
this.Display(string.Empty, stringBuilder);
}
public void PrintResults(QpProgressReport results, SpreadSheetExample example, Int64 elapsedMs, StringBuilder stringBuilder)
{
this.Display(new String('*', 50), stringBuilder);
this.Display(example.Name, stringBuilder);
this.Display(string.Format("Iterations: {0}", results.Iterations), stringBuilder);
this.Display(string.Format("Elapsed time: {0}ms", elapsedMs), stringBuilder);
this.Display("Solution: " + results.SolveStatus.ToString(), stringBuilder);
this.Display(results.X, stringBuilder);
this.Display(string.Empty, stringBuilder);
}
