[Octave-bug-tracker] [bug #64970] [octave forge] (optim 1.6.2) quadprog does not work for semidefinite H

[Torsten Lilge]

URL:
  <https://savannah.gnu.org/bugs/?64970>

                 Summary: [octave forge] (optim 1.6.2) quadprog does not work
for semidefinite H
                   Group: GNU Octave
               Submitter: ttl
               Submitted: Sun 03 Dec 2023 07:50:17 PM CET
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: other
         Discussion Lock: Any
        Operating System: Any
           Fixed Release: None
         Planned Release: None


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Follow-up Comments:


-------------------------------------------------------
Date: Sun 03 Dec 2023 07:50:17 PM CET By: Torsten Lilge <ttl>
quadprog does not allow a semidefinite weighting matrix H in quadprog.

Example:

H = [2 0; 0 0];
f = [1; -1];
A = [1 1; -1 -1];
b = [1; 1];
[x,fval,exitflag] = quadprog(H,f,A,b)


Result:

x = [0;0]
fval = 0
exitflag = -3


Expected result:

x = [-1;2]
fval = -2
exitflag = 1


The correct result is obtained if line 278 in quadprog.m is commented out. 







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