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


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