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

Sat Apr 5 14:41:38 CDT 2008

opps, I had a typo :-(

 > result = 0.5*X'*H*X + X'*Q
result =  2.7676e-06

On Apr 5, 2008, at 3:12 PM, Joshua Redstone wrote:
> 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
>