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Catenary - Solving a QCQP Description This model finds the shape of a hanging chain by
minimizing its potential energy.
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
xbcatena.java /******************************************************** BCL Example Problems ==================== file xbcatena.java `````````````````` QCQP problem (linear objective, convex quadratic constraints) Based on AMPL model catenary.mod (Source: http://www.orfe.princeton.edu/~rvdb/ampl/nlmodels/ ) This model finds the shape of a hanging chain by minimizing its potential energy. (c) 2008-2023 Fair Isaac Corporation author: S.Heipcke, June 2008, rev. Mar. 2011 ********************************************************/ import java.io.*; import com.dashoptimization.*; public class xbcatena { static final int N = 100; // Number of chainlinks static final int L = 1; // Difference in x-coordinates of endlinks static final double H = 2.0*L/N; // Length of each link public static void main(String[] args) throws IOException { int i; XPRBvar [] x,y; // x-/y-coordinates of endpoints of chainlinks XPRBexpr qe; XPRBctr cobj, c; try (XPRBprob prob = new XPRBprob("catenary")) { // Initialize BCL and create a new problem /**** VARIABLES ****/ x = new XPRBvar[N+1]; for(i=0;i<=N;i++) x[i] = prob.newVar("x(" + i + ")", XPRB.PL, -XPRB.INFINITY, XPRB.INFINITY); y = new XPRBvar[N+1]; for(i=0;i<=N;i++) y[i] = prob.newVar("y(" + i + ")", XPRB.PL, -XPRB.INFINITY, XPRB.INFINITY); // Bounds: positions of endpoints // Left anchor x[0].fix(0); y[0].fix(0); // Right anchor x[N].fix(L); y[N].fix(0); /****OBJECTIVE****/ /* Minimise the potential energy: sum(j in 1..N) (y(j-1)+y(j))/2 */ qe=new XPRBexpr(); for(i=1;i<=N;i++) qe .add( y[i-1].add(y[i]) ); cobj = prob.newCtr("Obj", qe.mul(0.5) ); prob.setObj(cobj); // Set objective function /**** CONSTRAINTS ****/ /* Positions of chainlinks: forall(j in 1..N) (x(j)-x(j-1))^2+(y(j)-y(j-1))^2 <= H^2 */ for(i=1;i<=N;i++) prob.newCtr("Link_"+i, (x[i].add(x[i-1].mul(-1))).sqr() .add( (y[i].add(y[i-1].mul(-1))).sqr() ).lEql(H*H) ); /****SOLVING + OUTPUT****/ prob.setSense(XPRB.MINIM); // Choose the sense of optimization /* Problem printing and matrix output: */ /* prob.print(); prob.exportProb(XPRB.MPS, "catenary"); prob.exportProb(XPRB.LP, "catenary"); */ /* Start values: for(i=0;i<=N;i++) x[j].setInitval(j*L/N); for(i=0;i<=N;i++) y[j].setInitval(0); */ prob.lpOptimize(""); // Solve the problem System.out.println("Solution: " + prob.getObjVal()); for(i=0;i<=N;i++) System.out.println(i + ": " + x[i].getSol() + ", " + y[i].getSol() ); } } }
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