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));
}