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Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim)

From: Olaf Till
Subject: Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim)
Date: Fri, 21 Aug 2015 21:45:09 +0200
User-agent: Mutt/1.5.23 (2014-03-12)

On Sun, Aug 16, 2015 at 12:41:32PM +0100, Asma Afzal wrote:
> Hi Olaf,
> Could you please check quadprog in [1]?
> Kind Regards,
> Asma.
> [1] https://github.com/AsmaAfzal/octave_workspace/blob/master/quadprog.m

Hi Asma,

I have modified it rather havily, you'll probably need some time to go
through the changes. Note that the simpler if() tests are intentional,
they remove redundancy.

The file is not yet committed to optim, but the patch is attached for
you first.

See the FIXME in the file. Can you still do this with reasonable
effort? I've made no attempt myself.

I've only roughly looked at the part where you handle the lambda
returned by __qp__, but there seems to be an issue with the equality
constraints resulting from too close upper and lower bounds. You move
this lambda away from equality constraints to the upper bounds lambda,
which seems correct, but should it not also be copied to the lower
bounds lambda at the same index?


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