CODEWITHSUNDEEP
vb.netaccord.net
Moffen
Moffen

Reputation: 2013

Setting constraints in Accord.net (this should be easy?)

I have a Cobyla object in a VB project (which could just as easily be C#) for solving a problem with 7 variables. Each variable has its own constraint. I'm setting up the constraints like this, but the constraints aren't being followed.

Dim mesaConstraints As NonlinearConstraint() =
    {' Make sure all variables follow their constraints
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(0) >= min0),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(1) >= min1),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(2) >= min2),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(3) >= min3),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(4) >= min4),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(5) >= min5),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(6) >= min6),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(0) <= max0),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(1) <= max1),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(2) <= max2),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(3) <= max3),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(4) <= max4),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(5) <= max5),
    New NonlinearConstraint(7, Function(mesaVar) mesaVar(6) <= max6)
}

Is anyone able to suggest why the constraints aren't being followed? I would think it would be easy.

Upvotes: 0

Views: 145

Answers (1)

user7217806
user7217806

Reputation: 2119

Make sure to check that the cobyla exit code (the status property [2]) is CobylaStatus.Success to ensure that the solution is valid. According to Anders Gustafsson there is no guarantee that constraints are met [1].

[1] Accord.net Cobyla solver returns success when there are no feasiable solutions

[2] http://accord-framework.net/docs/html/T_Accord_Math_Optimization_Cobyla.htm

Upvotes: 1

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