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Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim)
From: |
Asma Afzal |
Subject: |
Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim) |
Date: |
Thu, 27 Aug 2015 12:44:18 +0100 |
Hi Olaf,
Thank you for the changes.
> See the FIXME in the file. Can you still do this with reasonable
> effort? I've made no attempt myself.
I have made a few additions for Inf bound constraints in [1].
> I've only roughly looked at the part where you handle the lambda
> returned by __qp__, but there seems to be an issue with the equality
> constraints resulting from too close upper and lower bounds. You move
> this lambda away from equality constraints to the upper bounds lambda,
> which seems correct, but should it not also be copied to the lower
> bounds lambda at the same index?
I checked this with Matlab. It puts the multipliers for too close
bound constraints in the corresponding indices of lambda.lower. I have
done the same now.
Should I put it in lambda.upper as well?
Kind Regards,
Asma.
[1] https://github.com/AsmaAfzal/octave_workspace/blob/master/quadprog.m
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Asma Afzal, 2015/08/16
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Olaf Till, 2015/08/21
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim),
Asma Afzal <=
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Olaf Till, 2015/08/27
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Olaf Till, 2015/08/28
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Olaf Till, 2015/08/29
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Asma Afzal, 2015/08/30
- Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim), Olaf Till, 2015/08/31