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Re: QP solves for zero instead of min?

From: Juan Pablo Carbajal
Subject: Re: QP solves for zero instead of min?
Date: Sun, 3 Aug 2014 16:42:46 +0200

On Sun, Aug 3, 2014 at 12:24 PM, Olaf Till <address@hidden> wrote:
> On Sat, Aug 02, 2014 at 07:38:20PM +0200, Juan Pablo Carbajal wrote:
>> Hi,
>> It seems that when QP receives linear equality constrains it goes for
>> the zero of the cost function instead of a minimum.
>> Might somebody find my mistake? Here is my test problem
>> x = randn (2,5);
>> H = x.'*x; #Cov matrix to make sure is a good one.
> H has no full rank, the result is not determined. Try x = randn (5);.
> Olaf
> --
> public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net

That's not the issue, it was just an example. If rank deficient
matrices are a problem for the algorithm then at least QP should emit
a warning or ti should be commented on the docstring. Do not you

What is the source of this limitation for QP? I can't find a direct
reference to this problem, but just to the KKT matrix.


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