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Why do two optimization toolboxes produce two different results?

조회 수: 1 (최근 30일)
Jack
Jack 2014년 7월 22일
마감: Matt J 2014년 7월 22일
I have a Quadratic Program to be solved:
min (h2-G2*phi2)'*W2*(h2-G2*phi2)
subject to: D*phi2>a
where h2=[109085.919608444 459933.363318136 100340.525393388 668230.037176691 175880.986764044 597041.601537766 186270.889983192 981230.967844572]';
W2 and G2 are too complex so that they are shown in figures:
The data is uploaded to the website.
I use “quadprog” and “SeDuMi” to solve the quadratic programming problems. But the results are different. The results are shown as follow:
SeDuMi: phi2 = [15.8407983652723 224712.855054258 49190.7060861108 -139558.381444911 -182685.449767951 -14593.7826296176]';
quadprog: phi2 = [0 224658.368498995 49166.3250817687 -139602.451899739 -182822.341031919 -14652.8624815402]';
In the two phi2 vectors shown above, the first elements are different, but other corresponding elements' values are similar.
Would you tell me the reason?
Thanks a lot, Jack
  댓글 수: 1
Matt J
Matt J 2014년 7월 22일
편집: Matt J 2014년 7월 22일
This seems like an unnecessary duplicate of your post from last month
You received answers there that that pretty much resolve the issue. You have multiple solutions (or approximately so), because the system is badly conditioned.

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