[Octave-bug-tracker] [bug #38353] qp() fails on a feasible problem

[asherikov]

URL:
  <http://savannah.gnu.org/bugs/?38353>

                 Summary: qp() fails on a feasible problem
                 Project: GNU Octave
            Submitted by: asherikov
            Submitted on: Tue 19 Feb 2013 10:54:50 PM GMT
                Category: None
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.6.1
        Operating System: *BSD

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Details:

All matrices, which are used below, are saved in the attached file.

When qp() is called in the following way

[X, OBJ, INFO, LAMBDA] = qp ([], H, q, Ge, ge, [], [], [], G, G_ub)

it fails with status 6 'The problem is infeasible.'

However, when the known solution is given as initial guess

[X, OBJ, INFO, LAMBDA] = qp (solution, H, q, Ge, ge, [], [], [], G, G_ub)

the function finishes successfully.


I've made a quick check and found out that the last part of this condition in
qp.m fails

            if ((status == 180 || status == 181 || status == 151)
                && all (abs (P(n-n_eq+1:end)) < rtol * (1 + norm (btmp))))

I suspect that the problem is related to tolerances used in qp() and glpk().




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File Attachments:


-------------------------------------------------------
Date: Tue 19 Feb 2013 10:54:50 PM GMT  Name: qp_debug.dat.gz  Size: 4kB   By:
asherikov

<http://savannah.gnu.org/bugs/download.php?file_id=27483>

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