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

From: Asma Afzal
Subject: Re: RFC: quadprog/lsqlin with __qp__ (Re: GSoC 2015, optim)
Date: Thu, 27 Aug 2015 12:44:18 +0100

Hi Olaf,

Thank you for the changes.

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

I have made a few additions for Inf bound constraints in [1].

> 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?

I checked this with Matlab. It puts the multipliers for too close
bound constraints in the corresponding indices of lambda.lower. I have
done the same now.
Should I put it in lambda.upper as well?

Kind Regards,

[1] https://github.com/AsmaAfzal/octave_workspace/blob/master/quadprog.m

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