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[Octave-bug-tracker] [bug #36015] unexpected sqp error


From: Lachlan Andrew
Subject: [Octave-bug-tracker] [bug #36015] unexpected sqp error
Date: Sat, 27 Feb 2016 05:23:15 +0000
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:43.0) Gecko/20100101 Firefox/43.0

Update of bug #36015 (project octave):

                  Status:               Confirmed => Patch Submitted        
             Assigned to:                    None => lachlan                

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Follow-up Comment #2:

There seem to be two problems here.

The clearest problem is that qp.m uses the wrong size matrices for C and the
lower bound.  From the comments in the code, Ain must have n columns (as it is
multiplied by x), but a value of n-n_eq was being used.

I don't really understand the algorithm, so I can't confirm that that is the
only bug, but since it is just changing the size of a vector of zeros or
infinities, I assume that is the right fix.

Once that is fixed, qp returns an infeasible solution, and returns  lambda=[].
 This causes an error in sqp, so this patch sets lambda to its previous value
if qp returns an infeasible solution.  A warning is shown anyway, so the user
knows not to trust the results; this just prevents an inexplicable error.

It would be great if someone who understands this code could check the
changes.

(file #36487)
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Additional Item Attachment:

File name: bug_36015_sqp.cset             Size:2 KB


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Reply to this item at:

  <http://savannah.gnu.org/bugs/?36015>

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