sqp() breaks with -inf inequality bounds

[Rishi Amrit]

Joshua Redstone wrote:
> 
> Hi,I think there is a bug in sqp() in 3.0.1 (and perhaps earlier
> revisions)
> in the way it handles the vector 'lambda' returned from qp().
> Concretely, the removal of entries from C at sqp.m:392 corresponding to
> -inf
> inequality bounds is inconsistent with the computation of C_new at
> sqp.m:416.
> The C calculated at 392 has the bounds removed, while C_new does not. 
> This
> causes the multiplication by lambda at line 455 to error out due to
> nonformant arguements
> because the size of lambda (reflecting the removed entries) does not match
> the matrix A (derived from C_new)......
> 


I second this. If we have -inf lower bounds, the line 392 of sqp, rows of D
and c matrices (the inequality constraints being fed to the qp) are removed
corresponding to -inf lower bounds. But then matrix multiplication (A_new -
A)*lambda in line 428 fails because lambda is of reduced size and A_new and
A have not been modified.

If I comment the row removal in line 392, even then the lambda returned by
qp is of reduced length (which is a little surprizing again) and causes the
same nonconformant dimensions error. 


Rishi


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