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Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim)


From: Olaf Till
Subject: Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim)
Date: Mon, 15 Jun 2015 17:17:10 +0200
User-agent: Mutt/1.5.21 (2010-09-15)

On Mon, Jun 15, 2015 at 06:45:34AM -0700, rocketsound wrote:
> I just tried Asma's quadprog.m wrapper function and noticed a minor Matlab
> incompatiblity you might want to fix:
> 
> Let the quadratic cost function equal 0.5 * x' * H * x + f' * x. Matlab
> checks the dimensions of the vector f of the linear term and automatically
> transposes it, if required. I.e. applied to the current test in quadprog.m:
> f = [3; 4]; and f = f'; work both on Matlab.

Thanks for pointing out. Asma, I applied this minor change for you,
tell me if you'd like to do it differently.

Actually qp should do this, since it also accepts row vextors for x.

Olaf

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