[Octave-bug-tracker] [bug #32008] sqp improvements needed

[Rik]

URL:
  <http://savannah.gnu.org/bugs/?32008>

                 Summary: sqp improvements needed
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Wed 29 Dec 2010 11:34:15 AM PST
                Category: Libraries
                Severity: 2 - Minor
                Priority: 5 - Normal
              Item Group: Improvement/Optimization
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: GNU/Linux

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Details:

This bug report exists to keep track of 4 improvements that need to be made
to sqp.  There is not enough time before the 3.4 release to tackle these now.

1) The return success code of 101 can be reached by two paths in the code. 
One path is a "true" success where all constraints are met.  The other path is
where the algorithm has stopped making progress because the stepsize has
become too small.  This second path should use a *different* return code
because the result is not necessarily success.

2) When only one bound, upper or lower, is set the other defaults to -/+
REALMAX.  This is unnecessary and undesirable.  If no bound is set, no bound,
even if very large, should be used.

3) If the function call to qp fails then the sqp code also fails.  There
should be a method to recover if the qp step alone fails.

4) The use of global variables should be eliminated.  This prevents sqp from
being called recursively and generally makes the code difficult to understand
and maintain.




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