[Octave-bug-tracker] [bug #47314] quadprog() equality constraints have opposite sign

[Ray Zimmerman]

URL:
  <http://savannah.gnu.org/bugs/?47314>

                 Summary: quadprog() equality constraints have opposite sign
                 Project: GNU Octave
            Submitted by: rdzman
            Submitted on: Tue 01 Mar 2016 03:35:39 PM GMT
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Matlab Compatibility
                  Status: None
             Assigned to: None
         Originator Name: Ray Zimmerman
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.0.1-rc1
        Operating System: Mac OS

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Details:

quadprog() from optim-1.5.0 implements the equality constraints with the
opposite sign from Matlab. That is, the multipliers on the equality
constraints have the opposite sign.

I have attached an example that gives the following respective output:

for Octave:

ans =  2.1933

for Matlab:

ans =

   -2.1933

The fix is to simply add a negative sign in line 382:


      lambda.eqlin = -qp_lambda(lm_idx:lm_idx + n_eq - count_not_ineq - 1);




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File Attachments:


-------------------------------------------------------
Date: Tue 01 Mar 2016 03:35:39 PM GMT  Name: quadprogtest.m  Size: 456B   By:
rdzman

<http://savannah.gnu.org/bugs/download.php?file_id=36521>

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