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

[Ray Zimmerman]

Follow-up Comment #2, bug #47314 (project octave):

The sign of the shadow prices (lambdas) on the equality constraints depends on
the convention used to implement the constraints. Apparently, the Octave
implementation of quadprog() uses the opposite convention from the Matlab
version for the multipliers on the equality constraints. This results in an
incompatibility with Matlab.

As mentioned in my original bug report, the fix is trivial. It is simply to
add this negative sign to line 382 in quadprog.m:


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


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