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Re: problems with sqp constraints?


From: fork
Subject: Re: problems with sqp constraints?
Date: Mon, 16 Apr 2012 21:46:44 +0000 (UTC)
User-agent: Loom/3.14 (http://gmane.org/)

fork <forkandwait <at> gmail.com> writes:

More info ...

> Octave error (full paths elided):
> 
> error: octave_base_value::array_value(): wrong type argument `complex matrix'
> error: octave_base_value::int_value (): wrong type argument `scalar'
> error: __qp__: invalid arguments
> error: called from:
> error:   ... 3.6.1\m\optimization\qp.m at line 393, column 26
> error:   ... 3.6.1\m\optimization\sqp.m at line 414, column 32
> error:   ... sqp_experiments.m at line 47, column 35

On line qp.m:393, H has some small complex components that creep in:

debug> max(max(abs(imag(H))))
ans = 1.5047e-009

If I change line 393 in qp.m to the following, it seems to work.
    [x, lambda, info, iter] = __qp__ (x0, real(H), real(q), A, b, Ain, bin, 
maxit);

That change scares me, but maybe it will point more intelligent people than I
towards the real solution.



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