[Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign

[Olaf Till]

Follow-up Comment #10, bug #47314 (project octave):

I'd been fooled by a certain solver implementation where all lambdas were kept
positive, even those of equality constraints.

I see now that you're right, for equality constraints lambdas of both signs
are equivalent in some sense.

But since you (Ray) say the sign matters for your application:

As I see it now, what you call convention may not apply to matrix A as a whole
-- it would be legitimate to arbitrarily choose the sign of individual rows of
A (and corresponding elements of b), and so the sign of individual elements of
lambda. If the sign is significant, don't you also have to know whether the
corresponding row of A had been negated by the algorithm or not? I haven't
deeply studied this particular algorithm, but it seems to always return
positive lambdas -- so I'm afraid it implicitly changes the sign of some rows
of A. Does that not destroy the usefulness of lambda for you?


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