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 Setup()
{
// Arrange
Matrix <double> Q = Matrix <double> .Build.DenseIdentity(n);
Vector <double> c = Vector <double> .Build.Random(n);
Matrix <double> topA = Matrix <double> .Build.DenseIdentity(n);
var A = topA.Append(-topA);
Vector <double> b = -10 * Vector <double> .Build.Dense(2 *n, 1);
Vector <double> x = Vector <double> .Build.Dense(n, 1);
this.problem = new QpProblem.Builder()
.WithQ(Q)
.WithA(A)
.WithC(c)
.WithB(b)
.Build();
}
