[Octave-bug-tracker] [bug #43030] Unable to set max iterations for QP subproblem of SQP solver

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?43030>

                 Summary: Unable to set max iterations for QP subproblem of
SQP solver
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Tue 19 Aug 2014 10:53:36 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Feature Request
                  Status: None
             Assigned to: None
         Originator Name: Matt
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.8.1
        Operating System: GNU/Linux

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Details:

I am trying to run a nonlinear optimization using Octave's SQP solver, but I'm
getting a warning that says "sqp: QP subproblem failed to converge in 200
iterations". From what I understand, the SQP (nonlinear) solver makes
successive calls to the QP (quadratic) solver. But I only seem to be able to
set the max iterations for the initial SQP call--not the QP subcalls.

The two things I tried so far were setting the max iterations to 500 in the
SQP call:

sqp (x0, phi, g, h, lb, ub, maxiter=500)


and including the line:


optimset('MaxIter',500)


at the start of my script, but both of those only set the max iterations for
the sqp solver and not the QP subproblems.

I posted this question on StackOverflow and was told that this is currently
not possible, which is why I am submitting it as a feature request.

Thanks!




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