Patch to qp() to support extra arg specifying maximum iterations
Joshua Redstone
redstone at gmail.com
Thu Feb 5 11:36:33 CST 2009
I don't mind making a small change to use optimset, but I couldn't find any
documentation on it except for some terse matlab stuff.
In the meantime, I updated the test - the H is positive definite, so
hopefully should be more robust across platforms, though I'm fuzzy on the
qp() internals wrt math.
Attached is diff for qp.m
Josh
On Wed, Feb 4, 2009 at 4:41 PM, Ben Abbott <bpabbott at mac.com> wrote:
>
> On Feb 4, 2009, at 5:52 PM, John W. Eaton wrote:
>
> On 1-Feb-2009, Ben Abbott wrote:
>>
>> | I tried to merge your changes, and modified the proper ChangeLog.
>> | Using the final result, the first test fails for me (I've attached the
>> | changeset).
>>
>> Instead of adding options as individual arguments, I think we should
>> be using optimset.
>>
>> jwe
>>
>
> Good point. I'll put it on my long list of things I hope to get to ;-)
>
> However, if someone (Josh?) has the initiative, no need to wait on me!
>
> Ben
>
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