[Octave-bug-tracker] [bug #38875] strange errors using sqp

[Lachlan Andrew]

Update of bug #38875 (project octave):

                  Status:                    None => Patch Submitted        
                 Release:                   3.6.4 => dev                    
        Operating System:               GNU/Linux => Any                    

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Follow-up Comment #9:

The problem that Julien identified in comment #4 is because the range of
eigenvalues of the Hessian matrix is too large, and so the inverse computed by
the Cholesky decomposition is of lower dimension than the Hessian itself.

The attached patch throws a more informative error ("Hessian must be positive
definite") in that case.  It may be slightly misleading since H is actually
positive definite, but I wanted to match the error message of chol. 
Thoughts?


The 0x0 matrix in comment #1 is likely to have a different origin, like that
in bug #36015.

(file #36489)
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Additional Item Attachment:

File name: bug_38875_qp.cset              Size:0 KB


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