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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: Mon, 28 Mar 2016 18:11:53 +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 #15, bug #47314 (project octave):

Thanks for the tests and the theory discussion.

So Matlab chooses to assign lambda of too close upper and lower bounds to the
lower bound (this is was Asma Afzal told me, but I wanted to be sure). This
means that the sign of this lambda has to be opposite to the sign returned (by
Matlab and now by us) for lambda in equality constraints. Matlab does this
correctly.

As it turns out, this is what we currently do for lambda of too close upper
and lower bounds, so I only inserted a further comment and made no further
code changes.

This treatment of lambda is now documented in the user docs.

A new release will probably be requested anyway during this week.

(What I still have to do is to notify Asma that I told her something wrong
...)

Thanks again, and if nobody has further comments this bug-report can be
closed.


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