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[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.
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