panic: Segmentation violation -- stopping myself...

[ruya]

Hi,

I am new to octave and I am using windows xp platform at the moment. How do
I apply this patch?

Thanks



Ian Nield wrote:
> 
> Implementation:  GNU Octave v 3.0.0 Windows XP
> 
> Error message:
> panic: Segmentation violation -- stopping myself...
> attempting to save variables to `octave-core'...
> save to `octave-core' complete
> 
> I offered to held solve this QP problem for a colleague at work. 
> Attached is the code and data.  Seems to generate the "panic" message 
> after about the third main loop through the solver.
> 
> 
> Does anyone have any suggestions (I admit the code could be a lot tidier!)
> 
> Regards,
> 
> 
> Ian Nield
> 
> 
> 
> 
> 
>  
> load -ascii Eqty.csv 
> r = Eqty;
> dc = mean(r);
> [m, n] = size(r)
> 
> for icol = 1:n
>     for jrow = 1:m
>        r(jrow,icol) = r(jrow, icol) - dc(icol);
>      endfor
>   endfor
> 
> cr = cov(r);
> mcr = -1 * cr;
> 
> q = zeros(n,1);
> xlower = zeros(n,1);
> xupper = ones(n,1)/10;
> xstart = ones(n,1)/n;
> b = [1];
> A = ones(1,n);
> Ain = A;
> 
> W = dc';
> 
> ctype = "S";
> vartype = repmat("C", n, 1);
> param.msglev = 2;
> 
> # predefining information parameters for qp
> solveiter = 0;
> info = 0;
> 
> [xopt, fmin, status, xtra] = glpk(W, A, b, xlower, xupper, ctype, vartype,
> -1, param)
> 
> [x, obj, info, lambda] = qp(xstart, cr, q, A, b, xlower, xupper,
> [],Ain,[]);
> 
> if ( (solveiter == 200) && (info == 3) )
>    xstart = x;
>    [x, obj, info, lambda] = qp(xstart, cr, q, A, b, xlower, xupper,
> [],Ain,[]);
>    info
> endif
> 
> xmin = x;
> xstart = ones(n,1)/n;
> 
> [x, obj, info, lambda] = qp(xstart, mcr, q, A, b, xlower, xupper,
> [],Ain,[]);
> 
> xstart = x;
> 
> [x, obj, info, lambda] = qp(xstart, mcr, q, A, b, xlower, xupper,
> [],Ain,[]);
> 
> info
> 
> xmax = x;
> 
> rmin = sqrt(xmin' * cr * xmin);
> rmax = sqrt(xmax' * cr * xmax);
> 
> retmin = dc * xmin
> retmax = fmin
> retrange = linspace(retmin, retmax, 11);
> 
> rrange = linspace(rmin, rmax, 10);
> rmat = zeros(n,10);
> 
> rmat(:, 1) = xmin;
> rmat(:,10) = xmax;
> 
> disp("Running main portfolio loop...")
> 
> A = ones(2,n);
> b = ones(2,1);
> A(2,:) = dc';
> 
> for icol = 1:11
> 
> #   q = 0.5*rrange(icol)^2*ones(n,1);
> #   A(2,:) = (rrange(icol)^2/n)*ones(1,n)
>    b(2,1) = retrange(icol);
>    xstart = ones(n,1)/n;
>    [x, obj, info, lambda] = qp(xstart, cr, q, A, b, xlower, xupper, [],
> Ain,[]);
> 
>    if ( (solveiter == 200) && (info =3) )
>       xstart = x;
>       [x, obj, info, lambda] = qp(xstart, cr, q, A, b, xlower, xupper,
> [],Ain,[]);
>       info
>    endif
> 
>    rmat(:, icol) = x;
>    save -ascii EqtyRslt.csv rmat rrange retrange dc cr;
> 
>    disp(icol)
> endfor
> 
> rrange = sqrt(12)*rrange;
> 
> save -ascii EqtyRslt.csv rmat rrange retrange dc cr;
> 
> _______________________________________________
> Bug-octave mailing list
> Bug-octave at octave.org
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> 
> 

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