and pasted it in relevant (I hope I put it in the right directory) directory on my laptop:
I notice some discrepancies between MATLAB's quadprog and octave's qp function and octave's quadprog function.
For Example: Consider below
>> H = [6 10; 5 -6];
f = [-2; 3];
A = ;
b = ;
In MATLAB: >> quadprog(H,f,A,b)
Warning: Your Hessian is not symmetric. Resetting H=(H+H')/2.
> In quadprog at 333
Warning: Trust-region-reflective algorithm does not solve this type of problem, using
active-set algorithm. For more help, see Choosing the Algorithm in the documentation.
> In quadprog at 371
Warning: Your current settings will run a different algorithm (interior-point-convex) in
a future release.
> In quadprog at 375
Exiting: the solution is unbounded and at infinity;
the constraints are not restrictive enough.
In Octave:>> quadprog(H,f)
In Octave: >> qp(,H,f)
Hope either you or someone from the mailing list can comment on what is wrong, and if quadprog function needs to be modified further, since its not giving identical results to MATLAB at least in above example.