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Old 08-24-2012, 05:30 AM
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htlin htlin is offline
Join Date: Aug 2009
Location: Taipei, Taiwan
Posts: 601
Default Re: Quadratic programming

Originally Posted by invis View Post
Why sometimes it is impossible to find the solution and what to do with that ?
On 200 iterations with random line and random dots (#10) 81 times QP didnt find the solution (I plot the line and dots for this situations and all looks pretty clear).
This is the parameters for QP I use:

H = (Y*Y') .* (X*X');
A = Y';
lb=zeros(n,1); (lower bound)
ub=[]; (upper bound)

min 0.5 x'*H*x + x'*q
subject to

A*x = b
lb <= x <= ub

where x is our \alpha
Sometimes the numerical condition of the optimization problem makes it hard for the solver to locate a good solution. One possibility is to set ub (upper bound) to a really large value. Hope this helps.
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