[Octave-bug-tracker] [bug #32717] sqp returns an error when the local qp is infeasible

[Nicholas Jankowski]

Follow-up Comment #8, bug #32717 (project octave):

the status of this bug is unclear in octave v6.3.0. the comment #5 patch
breaks out of the solver for the 'just error out if infeasible' short term fix
suggested in comment #2.  but this appears to have been superseded by the
patch for bug #36015, which added a lambda=old_lambda to line 429 to allow the
program to complete with the warning so that the user knows the output is not
to be trusted.  

Junien's comment #6 test script now produces: 


>> RUN_ME
y_opt1 =

   7.8407e+02   1.2103e-02   5.4724e-01   1.9963e-01   3.6529e-04

warning: sqp: QP subproblem is infeasible
warning: called from
    sqp at line 441 column 9
    RUN_ME at line 30 column 8

warning: sqp: QP subproblem is infeasible
warning: called from
    sqp at line 441 column 9
    RUN_ME at line 30 column 8

warning: sqp: QP subproblem is infeasible
warning: called from
    sqp at line 441 column 9
    RUN_ME at line 30 column 8

x_opt2 =

   1.0000
   0.9879

y_opt2 =

   7.8400e+02   1.2147e-02   5.4725e-01   2.0000e-01  -3.5854e-07


the 'long term' fix suggested in comment #2 was to "make it possible to
recover from an infeasible QP."  I do not understand the algorithm enough to
know if the current fix does that, but from the discussion on that bug report
it seems the answer is no. 

BUT, it no longer returns an error.   Maybe the bug should be retitled to
"sqp: enable recovery from an infeasible qp", and then it can sit until
someone ventures down the nonlinear algorithms rabbit hole.


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