[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Octave-bug-tracker] [bug #47314] optim package: quadprog() equality con
From: |
Olaf Till |
Subject: |
[Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign |
Date: |
Sat, 26 Mar 2016 20:09:12 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:38.0) Gecko/20100101 Firefox/38.0 Iceweasel/38.6.1 |
Follow-up Comment #12, bug #47314 (project octave):
Forgot to paste 'A' in last example, it was A = [-3, 5];. Also, the second
call to quadprog should be with '-A', and in the output 'lambda2' (which has
opposite sign).
Thinking further about what is in the last post, this argument for Octaves
variant of lambda seems quite strong, reformulated:
- quadprog specifies, in the doc, Aeq * x = b for equality constraints (not
the -- equivalent -- -Aeq * x = -b).
- the usual definition of lambda in equality constraints is that it satisfies
the equation ('H' and 'f' as used by the doc): '.5Hx + f =
transpose_of_given_constraint_matrix * lambda' (It seems not usual to negate
the given constraint matrix, and formally it would be an unnecessary
additional step.)
- so someone using lambda should expect (if he doesn't check it) that the
matrix is not (implicitely) negated for the returned gamma -- should expect
what Octaves quadprog does, not Matlabs.
So I'm in favour of keeping our quadprog's current behaviour, but I still hope
for some input.
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?47314>
_______________________________________________
Message sent via/by Savannah
http://savannah.gnu.org/
- [Octave-bug-tracker] [bug #47314] quadprog() equality constraints have opposite sign, (continued)
- [Octave-bug-tracker] [bug #47314] quadprog() equality constraints have opposite sign, Ankush Khandelwal, 2016/03/02
- [Octave-bug-tracker] [bug #47314] quadprog() equality constraints have opposite sign, Ray Zimmerman, 2016/03/02
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Mike Miller, 2016/03/03
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Lachlan Andrew, 2016/03/25
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Lachlan Andrew, 2016/03/25
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/25
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Ray Zimmerman, 2016/03/25
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Lachlan Andrew, 2016/03/26
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/26
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/26
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign,
Olaf Till <=
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/27
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/28
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/28
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Ray Zimmerman, 2016/03/28
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/28
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/28
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Olaf Till, 2016/03/28
- [Octave-bug-tracker] [bug #47314] optim package: quadprog() equality constraints have opposite sign, Ray Zimmerman, 2016/03/29