qp() in Octave 3.0.0 returns result egregiously violating input constraints

Sat Apr 5 14:12:23 CDT 2008

On 3.0.0 on ubuntu, I get:
octave:4> tol = 10*eps;
octave:5> all ( X > LB-tol & X < UB+tol)
ans =  1
octave:6> all ( A_LB-tol < A_IN*X & A_UB+tol > A_IN*X)
ans =  1
octave:7> result = X'*H*X + X'*Q
result =  5.0743e-06

I don't think either solution has converged, so in principal the objective
can differ after k iterations if the libraries are taking different steps in
different directions.
Josh

On Sat, Apr 5, 2008 at 12:06 PM, Ben Abbott <bpabbott at mac.com> wrote:

>
> On Apr 5, 2008, at 2:20 PM, Joshua Redstone wrote:
>
> > On Sat, Apr 5, 2008 at 10:52 AM, Ben Abbott <bpabbott at mac.com> wrote:
> >
> > On Apr 5, 2008, at 1:16 PM, Joshua Redstone wrote:
> > Another data point: for kicks, I also tried running the Octave 2.9.18
> > release from sourceforge, running it directly from the .dmg (i.e., without
> > installing),
> > and I got the same kind of numerical error.
> > Josh
> >
> > On Sat, Apr 5, 2008 at 10:06 AM, Joshua Redstone <redstone at gmail.com>
> > wrote:
> > It's encouraging you're getting reasonable numbers on the example I sent
> > - hopefully I can too!
> > On the question you asked, I get:
> >  octave-3.0.0:10> zzz=randn(1000); max(max(zzz*inv(zzz)))
> >  ans =  1.0000
> >
> > Re libraries - any suggestions how to find which one may be broken?  I
> > installed Octave with the stock
> > osx binary package from http://octave.sourceforge.net/.  If the cause is
> > broken libraries, would they have had to come from
> > that release?
> > I'm trying to compile octave from source code so I can put a bunch of
> > printfs in __qp__(), but am getting some make errors about shell options.
> > Thanks,
> > Josh
> >
> >
> > On Fri, Apr 4, 2008 at 11:06 PM, Dmitri A. Sergatskov <
> > dasergatskov at gmail.com> wrote:
> > On Fri, Apr 4, 2008 at 8:24 PM, Joshua Redstone <redstone at gmail.com>
> > wrote:
> > > Hi John,
> > > I've attached a data file created with (on OSX):
> > >     save -binary -z "./example.dat" x0 H Q A B LB UB A_LB A_IN A_UB
> > >
> > > The following should reproduce the problem for you:
> > >    load "example.dat"
> > >    [X, OBJ, INFO, LAMBDA] = qp(x0, H, Q, A, B, LB, UB, A_LB, A_IN,
> > A_UB)
> > >
> > > With my qp.m that I modified so the last arguement is maxiter, I get
> > the
> > > follow first few lines of output:
> > > octave-3.0.0:5> [X, OBJ, INFO, LAMBDA] = qp(x0, H, Q, A, B, LB, UB,
> > A_LB,
> > > A_IN, A_UB, 187)
> > >  X =
> > >
> > >    0.17954
> > >     0.00000
> > >    0.01742
> > >     0.00304
> > >    0.16220
> > >     [... output truncated.... ]
> >
> > I cannot reproduce the problem you were describing:
> >
> > octave:11> X
> > X =
> >
> >  1.8652e-01
> >  -1.6807e-18
> >  1.1024e-02
> >  2.4571e-03
> >  1.5873e-01
> >  4.5925e-18
> >  3.0011e-17
> > ....
> >
> > octave:12> max(X)
> > ans =  0.18652
> >
> >  2.2584e-18
> > octave:13> sum(X)
> > ans =  1.00000
> >
> > I suspect that some of your library is broken.
> > (BLAS/LAPACK is a popular candidate.)
> > Just for kicks what do you get for:
> >
> > zzz=randn(1000); max(max(zzz*inv(zzz)))
> >
> > ?
> >
> > Sincerely,
> >
> > Dmitri.
> >
> > I'm running Octave 3.0.0+ on Mac OSX. My binary was built using gfortran
> > and Fink's package manager, and Apple's lapack/blas.
> >
> > octave:14> load "example.dat"
> > octave:15>[X, OBJ, INFO, LAMBDA] = qp (x0, H, Q, A, B, LB, UB, A_LB,
> > A_IN, A_UB);
> > octave:16> X
> >
> > X =
> >
> >  2.0000e-01
> >  2.7044e-17
> >  7.7140e-17
> >  9.8057e-18
> >  5.5853e-18
> >  4.0810e-02
> >  2.7094e-17
> >  -1.3130e-16
> >  8.6621e-02
> >  -6.4476e-17
> >  9.4064e-17
> >  1.3185e-01
> > ...
> >
> > octave:17> max(X)
> > ans =  0.20000
> > octave:18> sum(X)
> > ans =  1.00000
> > octave:19> tol = 10*eps;
> > octave:20> all ( X > LB-tol & X < UB+tol)
> > ans =  1
> > octave:21> all ( A_LB-tol < A_IN*X & A_UB+tol > A_IN*X)
> > ans =  1
> >
> > I am unfamiliar with qp, but I this looks ok, yes?
> >
> > I've copied Thomas Treichl who I understand built the binary Josh is
> > running.
> >
> > Ben
> >
> > Hi Ben and Dmitri,
> > So I tried the problematic example on a version of Octave 3.0.0 compiled
> > from source on ubuntu, and it looks like it worked fine.
> > I got the same answer as Dmitri reported (though different from Ben's).
> > So this suggests the problem is particular to the osx sourceforge
> > package and/or my mac.
> > I'm downloading xcode so I can try fink.
> > Josh
> >
> >
>
> hmmm ... I assume the different answers are related to differences in
> lapack/blas.
>
> Might someone check their solution against mine to determine so that I
> might have an idea of how significant the difference is?
>
> octave:1> load "example.dat"
> octave:2> [X, OBJ, INFO, LAMBDA] = qp (x0, H, Q, A, B, LB, UB, A_LB, A_IN,
> A_UB);
> octave:3> tol = 10*eps;
> octave:4> all ( X > LB-tol & X < UB+tol)
> ans =  1
> octave:5> all ( A_LB-tol < A_IN*X & A_UB+tol > A_IN*X)
> ans =  1
> octave:6> result = X'*H*X + X'*Q
> result =  5.5352e-06
>
> Ben
>
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