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[Octave-bug-tracker] [bug #66421] sqp doesn't accept scalar bounds as su


From: Hendrik K
Subject: [Octave-bug-tracker] [bug #66421] sqp doesn't accept scalar bounds as suggested in docs
Date: Fri, 15 Nov 2024 02:43:24 -0500 (EST)

Follow-up Comment #1, bug #66421 (group octave):

I think that the documentation should be updated removing the documented but
not implemented behavior/”feature”  that "A bound can also be a scalar in
which case all elements of X will share the same bound.":

1) I do not think that this behavior was ever implemented (I only looked at
the first sqp.m version available in the current mercurial which is from 2012
and this behavior was not supported as well).

2) Matlab does not offer such a behavior in its fmincon wrapper (analogue to
the octave optim package): a bound with less elements (which includes a
scalar) than x0 sets only the FIRST dimensional bounds, so a scalar would only
bound x(1) with no bound for x(2) … x(n).

3) In reality few multidimensional optimization problems will have identical
bounds for all dimensions. So no need to support this and other languages like
e.g. Python’s sqp function do not support this as well.

A patch is attached updating the documentation.

(file #56615)

    _______________________________________________________

Additional Item Attachment:

File name: 66421.patch                    Size: 1KiB
    <https://file.savannah.gnu.org/file/66421.patch?file_id=56615>


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