[Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restricted to positive definite matrices

[Julien Bect]

Follow-up Comment #4, bug#64346 (group octave):

Hello Arun,

Sorry for the long silence.

As reported here: https://savannah.gnu.org/bugs/?61762, it turns out that the
behaviour of _qp_, as it is, is not reliable when H is not positive definite.

As long as a better QP solver is not used, checking for positive definiteness
before calling _qp_ is therefore the safest choice.

Regarding your patch, it means I think that:

1) "quadratic program" -> "convex quadratic program" is ok, you could even
call it a "strictly convex" quadratic program

2) the matrix is expected to be positive *definite* (semidefinite is not
enough)

3) The test for positive definiteness should stay.



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