bugGNU Octave - Bugs: bug #32008, sqp: Don't set upper/lower bound...

 
 

bug #32008: sqp: Don't set upper/lower bound unless specified

Submitted by:  Rik <rik5>
Submitted on:  Wed 29 Dec 2010 07:34:15 PM UTC  
 
Category: Octave FunctionSeverity: 2 - Minor
Priority: 5 - NormalItem Group: Performance
Status: Patch SubmittedAssigned to: None
Originator Name: Open/Closed: Open
Release: devOperating System: GNU/Linux

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Thu 23 Jan 2014 05:38:46 PM UTC, comment #8:

I re-titled the report to be specific about item #2 being the remaining issue to address.

Rik <rik5>
Project Administrator
Thu 23 Jan 2014 04:40:26 PM UTC, comment #7:

This is an old bug report, that lumps together four different issues related to sqp...

Items #1 and #4 have been dealt with.

A patch has been proposed for item #2 (see below).

Item #3 is still pending, but this is more a feature request than a bug report.

I suggest closing this old bug report, and re-opening a "feature request" ticket for issue #3 (and perhaps another ticket for item #2, if my patch is not deemed satisfactory).

Julien Bect <jbect>
Sat 11 Jan 2014 05:18:47 PM UTC, comment #6:

I applied the patch that defines a new return code here (http://hg.savannah.gnu.org/hgweb/octave/rev/f58a6cd3f909).

Rik <rik5>
Project Administrator
Fri 20 Dec 2013 07:48:53 AM UTC, comment #5:

Hey Arun,

No need to post on the path tracker I think, your patch clearly belongs to this bug report.

@++
Julien

Julien Bect <jbect>
Fri 20 Dec 2013 12:13:30 AM UTC, comment #4:

Here's a patch for Item 1 (distinguish between convergence and small step size). New return value for small step size is 104. Normal convergence remains 101. I will post this to the patch tracker as well.

(file #30049)

Arun Giridhar <arungiridhar>
Wed 13 Nov 2013 08:47:03 PM UTC, comment #3:

Here is a patch for Item 2 (missing bounds set to +/- REALMAX).

(file #29613)

Julien Bect <jbect>
Wed 13 Nov 2013 07:50:25 PM UTC, comment #2:

Item 4 of this bug report has been dealt with in changeset 11a9d448fdc3 ("Get rid of global variables in sqp.").

http://hg.savannah.gnu.org/hgweb/octave/rev/11a9d448fdc3

Julien Bect <jbect>
Mon 11 Nov 2013 07:41:23 AM UTC, comment #1:

Item 3 of this bug report is redundant with bug #32717.

Julien Bect <jbect>
Wed 29 Dec 2010 07:34:15 PM UTC, original submission:

This bug report exists to keep track of 4 improvements that need to be made to sqp. There is not enough time before the 3.4 release to tackle these now.

1) The return success code of 101 can be reached by two paths in the code. One path is a "true" success where all constraints are met. The other path is where the algorithm has stopped making progress because the stepsize has become too small. This second path should use a different return code because the result is not necessarily success.

2) When only one bound, upper or lower, is set the other defaults to -/+ REALMAX. This is unnecessary and undesirable. If no bound is set, no bound, even if very large, should be used.

3) If the function call to qp fails then the sqp code also fails. There should be a method to recover if the qp step alone fails.

4) The use of global variables should be eliminated. This prevents sqp from being called recursively and generally makes the code difficult to understand and maintain.

Rik <rik5>
Project Administrator

 

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Attach File(s):
   
   
Comment:
   

Attached Files
file #30049:  sqp.diff added by arungiridhar (2kB - text/x-patch)
file #29613:  jbPatchSQP1.patch added by jbect (4kB - text/x-patch)

 

Depends on the following items: None found

Items that depend on this one: None found

 

Carbon-Copy List
  • -unavailable- added by mtmiller (Updated the item)
  • -unavailable- added by arungiridhar (Updated the item)
  • -unavailable- added by jbect (Posted a comment)
  • -unavailable- added by rik5 (Submitted the item)
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    Follow 5 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Thu 23 Jan 2014 05:38:46 PM UTCrik5Summarysqp improvements needed=>sqp: Don't set upper/lower bound unless specified
    Sat 11 Jan 2014 03:00:18 PM UTCmtmillerCategoryLibraries=>Octave Function
      StatusNone=>Patch Submitted
    Fri 20 Dec 2013 12:13:30 AM UTCarungiridharAttached File-=>Added sqp.diff, #30049
    Wed 13 Nov 2013 08:47:03 PM UTCjbectAttached File-=>Added jbPatchSQP1.patch, #29613

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