[Octave-bug-tracker] [bug #64517] [octave forge] (optim) fmincon Algorithm='octave_sqp' uses octave_sqp_tolerance

[Liang Tang]

URL:
  <https://savannah.gnu.org/bugs/?64517>

                 Summary: [octave forge] (optim) fmincon
Algorithm='octave_sqp' uses octave_sqp_tolerance
                   Group: GNU Octave
               Submitter: lt1234
               Submitted: Sat 05 Aug 2023 08:11:06 PM UTC
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: lt1234
        Originator Email: 
             Open/Closed: Open
                 Release: 8.2.0 8.X Series Bug Fix Release 
         Discussion Lock: Any
        Operating System: Microsoft Windows
           Fixed Release: None
         Planned Release: None


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Follow-up Comments:


-------------------------------------------------------
Date: Sat 05 Aug 2023 08:11:06 PM UTC By: Liang Tang <lt1234>
If 'octave-sqp' is invoked in fmincon, octave_sqp_tolerance is used to call
sqp in __octave_sqp_wrapper__.  The last argument below, tolerance, is
octave_sqp_tolerance.  

  ## call sqp
  [p_res, objf, info, outp.niter, outp.nobjf, outp.lambda] = ...
      sqp (pin, passed_f, {equc, dequc}, {inequc, dinequc}, -Inf, Inf, niter,
tolerance);

octave_sqp_tolerance is not the tolx in fmincon input argument.   To control
variable convergence, it appears (I did not test) that fmincon needs options
with field octave_sqp_tolerance defined similar to tolx. Without the explicit
definition, tolerance=[] is used to call sqp.  This is not what I can find in
the fmincon documentation.   

Controlling tolx in fmincon call has no effect on tolx of the Octave sqp call.
 







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