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

[Joshua Redstone]

Hi Gabriele,
I recompiled octave wth the flag --without-blas, and it works now!  I get a
reasonable answer to the example problem.
So my guess is that there's some problem with the osx libraries that octave
links with.
Josh

On Fri, Apr 11, 2008 at 7:39 AM, Gabriele Pannocchia <
g.pannocchia at ing.unipi.it> wrote:

> Hi Josh
>
> > My mistake, The l2-norm of eVrH is 1.  I didn't realize Z was a matrix
> > and so was printing too many entries of eVrH.
>
> Yes, Z is a matrix. Briefly (to avoid bothering people in this list with
> linear algebra lectures...), the active set QP solver works in this way:
> - the current active set includes ALL equality constraints plus the
> inequality constraints that are currently active, i.e. such that the
> inequality is actually an equality: we include these constraints in the
> active set matrix, denoted by
> - Z is computed as a basis for the null-space of Aact, i.e. it is a full
> rank matrix such that Aact*Z = 0. In the __qp__.cc Z is computed with a
> static function (at the beginning of the code) which replacates what it
> is done by null.m. It is based on an SVD, so even each column of Z
> should have l2-norm equal to 1.
> - The step is computed (when info=1) as: Z*eVrH.
>
> Can you confirm that the columns of Z have unitary norm?
>
> If you compute a very small step p, you should have
> (max_p < rtol) = true in line 304. Can you confirm?
>
> Gabriele
>
> > It's a bit hard tracking down this bug because I don't have a good
> > idea of the math behind the code so don't know what to expect.
>
> I understand and the other problem is that I cannot reproduce the error
> on my linux-i686 machine.
> If you can, and want to understand how the code works, please have a
> look at Chapter 16 of Nocedal and Wright "Numerical Optimization",
> Springer-Verlag 1999. In particular, the basic algorithm is described in
> section 16.4.
>
> Cheers,
>         Gabriele
>
>
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