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[Octave-bug-tracker] [bug #47314] optim package: quadprog() equality con


From: Olaf Till
Subject: [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign
Date: Mon, 28 Mar 2016 20:10:12 +0000
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:38.0) Gecko/20100101 Firefox/38.0 Iceweasel/38.6.1

Follow-up Comment #17, bug #47314 (project octave):

You are right ... the sign of lambda for bounds should be kept non-negative
even for too close bounds, as in the other bounds, which are treated as
inequality constraints and therefore have non-negative lambdas. So if
negative, it should be negated again and therefore assigned to lower bounds
instead of upper bounds (the latter would otherwise naturally resemble
equality constraints).

This complicates the code changes a bit, I'll tell you when I'm ready with it.

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