octave-bug-tracker
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restrict


From: Julien Bect
Subject: [Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restricted to positive definite matrices
Date: Mon, 26 Jun 2023 16:58:25 -0400 (EDT)

Follow-up Comment #1, bug #64346 (project octave):

[(Erreur - Introuvable)]
After further investigation, it turns out that this is more than a simple
documentation issue.

Indeed, previously qp was able to deal with symmetric positive semi-definite
matrices but, with the recent introduction of a test for positive definiteness
(https://hg.savannah.gnu.org/hgweb/octave/rev/2f1fae9dd79d), these problems
can no longer be addressed with qp (error code 102).

Therefore I reformulate my suggestion:

1) Rebrand this ticket as a regression issue.

2) Remove the test for positive definiteness from qp.m, or replace it with a
test for positive semi-definiteness if needed (but perhaps looking at the
error returned by __qp__ is enough?).

3) in the doc, quadratic program -> *convex* quadratic program.

4) in the doc, indicate somewhere explicitely that H is expected to be
symmetric and positive *semi*-definite.



    _______________________________________________________

Reply to this item at:

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

_______________________________________________
Message posté via Savannah
https://savannah.gnu.org/




reply via email to

[Prev in Thread] Current Thread [Next in Thread]