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[Octave-bug-tracker] [bug #55351] qp algorithm needs to distinguish TolX

From: Rik
Subject: [Octave-bug-tracker] [bug #55351] qp algorithm needs to distinguish TolX from TolCon
Date: Mon, 31 Dec 2018 14:29:54 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 10.0; WOW64; Trident/7.0; rv:11.0) like Gecko


                 Summary: qp algorithm needs to distinguish TolX from TolCon
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Mon 31 Dec 2018 11:29:53 AM PST
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Matlab Compatibility
                  Status: Confirmed
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: Any



The solution for bug #53506 added a method to pass TolX to the __qp__
function.  However, inside __qp__ it appears that the single tolerance
argument is being used both for stepsize (TolX) and as a relative tolerance on
the constraints (TolCon).  First, it is probably a bad idea to mix absolute
and relative constraints.  Second, it is probably a good idea to be able to
specify the tolerances for the main optimization problem separately for the
tolerances on the constraints (Matlab has this).


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