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[Octave-bug-tracker] [bug #55351] qp algorithm needs to distinguish TolX
From: |
Rik |
Subject: |
[Octave-bug-tracker] [bug #55351] qp algorithm needs to distinguish TolX from TolCon |
Date: |
Mon, 31 Dec 2018 14:29:54 -0500 (EST) |
User-agent: |
Mozilla/5.0 (Windows NT 10.0; WOW64; Trident/7.0; rv:11.0) like Gecko |
URL:
<https://savannah.gnu.org/bugs/?55351>
Summary: qp algorithm needs to distinguish TolX from TolCon
Project: GNU Octave
Submitted by: rik5
Submitted on: Mon 31 Dec 2018 11:29:53 AM PST
Category: Octave Function
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Matlab Compatibility
Status: Confirmed
Assigned to: None
Originator Name:
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: dev
Operating System: Any
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Details:
The solution for bug #53506 added a method to pass TolX to the __qp__
function. However, inside __qp__ it appears that the single tolerance
argument is being used both for stepsize (TolX) and as a relative tolerance on
the constraints (TolCon). First, it is probably a bad idea to mix absolute
and relative constraints. Second, it is probably a good idea to be able to
specify the tolerances for the main optimization problem separately for the
tolerances on the constraints (Matlab has this).
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