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[Octave-bug-tracker] [bug #57986] qp() reports full convergence while ac
From: |
John W. Eaton |
Subject: |
[Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound: |
Date: |
Wed, 11 Mar 2020 16:22:36 -0400 (EDT) |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Firefox/68.0 |
Follow-up Comment #1, bug #57986 (project octave):
It's usually better to attach code and data files or use a verbatim block to
avoid the bug tracker comment processing. For example, the first column of
zeros in your H matrix were transformed to 1., 2., etc. (an enumerated list).
I'm attaching a single file that I think has the inputs the way you intended.
For me, with Octave 5.2.0 and a copy built from the current development
sources, it stops at the max number of iterations (200) with the result
INFO =
scalar structure containing the fields:
solveiter = 200
info = 3
ans =
0.33333
0.33333
octave:2> X
X =
0.00000
0.00000
0.33333
-0.00000
0.00000
0.33333
0.29246
0.00000
0.00000
0.00000
0.00000
-0.00000
0.04087
0.00000
0.00000
What lapack and blas libraries (and versions) are you using?
As we discussed on IRC, I think this is a bad problem because there are
decision variables that have no effect on the objective function. I haven't
tried to trace the iterations, but I suspect QP is cycling around the solution
it has found until it hits the iteration limit. Maybe we could do a better
job of detecting problems like this and issue a meaningful warning?
(file #48582)
_______________________________________________________
Additional Item Attachment:
File name: qptst.m Size:2 KB
<https://savannah.gnu.org/file/qptst.m?file_id=48582>
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<https://savannah.gnu.org/bugs/?57986>
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- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:,
John W. Eaton <=
- Message not available
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Dave Goel, 2020/03/11
- Message not available
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Dmitri A. Sergatskov, 2020/03/11
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Dave Goel, 2020/03/11
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Dmitri A. Sergatskov, 2020/03/11
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Dave Goel, 2020/03/11
- Message not available
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Mike Miller, 2020/03/12
- [Octave-bug-tracker] [bug #57986] qp() reports full convergence while actually vioalating lbound/ubound:, Mike Miller, 2020/03/16