[Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restricted to positive definite matrices

[Julien Bect]

URL:
  <https://savannah.gnu.org/bugs/?64346>

                 Summary: qp (quadratic programming) is restricted to positive
definite matrices
                   Group: GNU Octave
               Submitter: jbect
               Submitted: lun. 26 juin 2023 07:19:41
                Category: Documentation
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Documentation
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: stable
         Discussion Lock: Any
        Operating System: Any
           Fixed Release: None
         Planned Release: None


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Follow-up Comments:


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Date: lun. 26 juin 2023 07:19:41     By: Julien Bect <jbect>
The documentation of qp does not indicate that the matrix H is expected to be
(symmetric) *positive definite*.  If it's not, the function fails with error
code 102.

There is nothing obvious about it, since the "quadratic programming" framework
allows in general, mathematically speaking, H to be any symmetric matrix.

I suggest the following fixes:

1) quadratic program -> *convex* quadratic program

2) indicate somewhere explicitely that H is expected to be symmetric positive
definite







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