[Octave-bug-tracker] [bug #31742] sqp: incorrect order of removal of Inf bounds

[Rik]

Update of bug #31742 (project octave):

                  Status:                    None => Need Info              

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Follow-up Comment #1:

I have a question about your patch.  You remove inequality constraints that
are -Inf at the initial evaluation point X0.  This is done just once for the
entire algorithm.  The old code updated which constraints were valid at every
iteration of the loop so that as the search point, X, moved some inequality
constraints might become valid or invalid.  Why are you certain that the
inequality constraints won't change?  I see you reference continuity of h(x),
but I'd like your thoughts on how this applies.

I know sqp uses a linear model for the constraints and a linear model is
obviously a continuous model.  However, everything I see is also about
applying the model near the solution point.  It seems that far from the
solution point one might have discontinuous functions.  For example, what if
my objective function was just sin(x).  The minimum (-1) is at ...-5pi/2,
-pi/2, 3*pi/2, ...  It would be easy to choose the minimum around 3*pi/2 by
using the lower bound/upper bound syntax but what if I instead wrote a
constraint inequality function that was -1 (not met) outside of the region
[pi, 2*pi] and Inf (completely met) within that region.  It seems like this
constraint would be valid and would need to be switched on or off as X moved
from outside the region to within the region.

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