qp() in Octave 3.0.0 returns result egregiously violating input constraints
John W. Eaton
jwe at bevo.che.wisc.edu
Mon Oct 27 15:51:35 CDT 2008
On 27-Oct-2008, Gabriele Pannocchia wrote:
| can you try the following patch for qp.m and tell me if you still get
| large constraint violations with the two octave builds based on glpk
| 4.29? (please, use the same expressions as in your previous email)
After applying the patch, I see the following with the current
development sources
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> OBJ
OBJ = 1.8199e-06
octave:4> max (abs (A*x - B))
ans = 4.4409e-16
octave:5> idx = x < LB; max (LB(idx) - x(idx))
ans = 1.2441e-16
octave:6> tmp = A_IN*x; idx = tmp < A_LB; max (A_LB(idx) - tmp(idx))
ans = 1.1102e-16
octave:7> tmp = A_IN*x; idx = tmp > A_UB; max (tmp(idx) - A_UB(idx))
ans = [](0x0)
jwe
More information about the Bug-octave
mailing list