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[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: Sun, 27 Mar 2016 14:18:01 +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 #13, bug #47314 (project octave):

On an auxiliary help page, Matlab indeed implicitly defines lambda for
equality constraints, similar to '.5 * gradient_of_func + lambda *
gradient_constraints = 0', i.e. opposite to our current lambda. This has to do
with their treating of _in_equlality constraints with '<=', while we use
'>='.

Since it's defined, we indeed must negate our lambda for equality constraints.
I've applied your changeset, and a further with an explaining comment. The
story is not ready, because I need to make our treatment of too close lower
and upper bounds consistent with this, and have to wait for some Matlab test
requested at the maintainers mailing list.

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