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Re: 'sqp' error state equal to 0 - what does it mean?
From: |
John W. Eaton |
Subject: |
Re: 'sqp' error state equal to 0 - what does it mean? |
Date: |
Wed, 14 Apr 2010 10:37:01 -0400 |
On 14-Apr-2010, Guido Walter Pettinari wrote:
| Thank you for your answer, Francesco.
|
| I am sorry if I was not clear enough. I am aware that info=101 is good, my
concern
| is that I am getting a result (info=0) which is not contemplated by the
function
| documentation.
Taking a quick look at sqp.m, I think this can happen if the following
conditions are all satisfied on the initial iteration.
t0 = norm (c - A' * lambda);
t1 = norm (ce);
t2 = all (ci >= 0);
t3 = all (lambda_i >= 0);
t4 = norm (lambda .* con);
if (t2 && t3 && max ([t0; t1; t4]) < tol)
break;
endif
So, if this is correct, then I think your starting point satisfies the
optimality conditions.
jwe