[FlopCpp] Set a QP on FlopC++

[Tim Hultberg]

Hi Sergio,
    flopc++ does not support quadratic programming (but probably it wouldn’t be very hard to add it)

Cheers, Tim

PS If  it did, sum((i,j),u(i)*H(i,j)*u(j)) should probably be sum(S(i,j),u(i)*H(i,j)*u(j)) where S is some two diemsional subset or sum(i,sum(j,u(i)*H(i,j)*u(j)))

From: flopcpp-bounces at list.coin-or.org [mailto:flopcpp-bounces at list.coin-or.org] On Behalf Of S. T.
Sent: Friday, June 19, 2009 3:10 PM
To: flopcpp at list.coin-or.org
Subject: [FlopCpp] Set a QP on FlopC++

Hi all,

I'm Sergio from DII-University of Siena (www.dii.unisi.it<http://www.dii.unisi.it>). I'm new to FlopC++.
I am trying to implement a Quadratic Progamming model in FlopC++ language.

I have problems in compiling code (and probably I have problems understanding variable/data in FlopC++).

The Objective Function is this:


       J=0.5*sum((i,j),u(i)*H(i,j)*u(j)) + sum(i,x(i)*sum(j,F(i,j)*u(j)));

where

       enum {u1,u2,u3,u4,u5,u6,u7,u8,u9,u10,horizon};

       MP_set i(horizon);

       MP_set j(horizon);



       MP_data H(i,j);

       MP_data G(i,j);

       MP_data F(i,j);

       MP_data S(i,j);

       MP_data W(j);

       MP_data x(i);


Then I call a minimize(J) function.
Also I apply constraints with success when compiling. Where I am wrong? Do you need some other informations?


Thanks,


Sergio
DII-UniSI
Siena (Italy)

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