Constraints not met

[Gabriele Pannocchia]

> I am attaching the problem file and the output file. Is this a bug? Any
> help is most appreciated.

Although, I am obtaining slightly different results from those reported
by Prerna, I can reproduce a constraint violation and info=3 on
octave-3.0.0

The reason is a known current limitation of this QP solver which does
not handle properly the case when the active set matrix is not full
rank.

An example of such cases is if one has the following inequality
constraints:
a <= x_1 <= a
Since they are both active they both can be included inside the
active-set matrix, which is however non full rank in such case.
These simple cases could be avoided by treating these two inequality
constraint as a single equality constraint x_1=a.
A crude modification to qp.m, appended below, could address these cases,
but not those emphasized by Prerna's example (and others with
constraints that can be active without being independent).
A proper handling would require glpk calls inside __qp__.cc and this
patch is in my things-to-do list...

I apologize for not addressing it now.

Gabriele



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