bugGNU Octave - Bugs: bug #43030, Unable to set max iterations for...

 
 

bug #43030: Unable to set max iterations for QP subproblem of SQP solver

Submitted by:  None
Submitted on:  Tue 19 Aug 2014 10:53:36 PM UTC  
 
Category:  Octave Function Severity:  2 - Minor
Priority:  5 - Normal Item Group:  Feature Request
Status:  Patch Submitted Assigned to:  None
Originator Name:  Matt Originator Email:  -email is unavailable-
Open/Closed:  Open Release:  dev
Operating System:  GNU/Linux

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Sat 28 Apr 2018 04:30:03 PM UTC, comment #4:

Added a test case and fixed a typo in the previous changeset.

(file #44055)

Maor Shutman <maors>
Sat 21 Apr 2018 06:13:19 PM UTC, comment #3:

I added the maximum number of iterations for the QP subproblem as the last parameter to sqp, called maxiter_qp.
Also, currently the parameter maxiter cannot be included if the number of argument to the function is not > 6. Same for tolerance which demands at least 8 arguments. Now, to use maxiter_qp, at least 9 arguments are needed as I followed the same structure.
Why can't we pass these arguments regardless to the total number of arguments?

(file #43984)

Maor Shutman <maors>
Mon 21 Sep 2015 02:09:00 AM UTC, comment #2:

Actually, it is pretty straight-forward to set the default value of MaxIter within "qp.m". So yes, it would be nice to be able to modify the default MaxIter from the calling program, but there is an easy workaround.

Carlos Davila <commoner>
Sun 20 Sep 2015 03:19:49 PM UTC, comment #1:

I would like to also request this feature. Or would appreciate some suggestions on how to modify the source code accordingly.

Carlos Davila <commoner>
Tue 19 Aug 2014 10:53:36 PM UTC, original submission:

I am trying to run a nonlinear optimization using Octave's SQP solver, but I'm getting a warning that says "sqp: QP subproblem failed to converge in 200 iterations". From what I understand, the SQP (nonlinear) solver makes successive calls to the QP (quadratic) solver. But I only seem to be able to set the max iterations for the initial SQP call--not the QP subcalls.

The two things I tried so far were setting the max iterations to 500 in the SQP call:

sqp (x0, phi, g, h, lb, ub, maxiter=500)

and including the line:

optimset('MaxIter',500)

at the start of my script, but both of those only set the max iterations for the sqp solver and not the QP subproblems.

I posted this question on StackOverflow and was told that this is currently not possible, which is why I am submitting it as a feature request.

Thanks!

Anonymous

 

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Attached Files
file #44055:  43030.cset added by maors (2KiB - application/octet-stream)
file #43984:  43030.cset added by maors (2KiB - application/octet-stream)

 

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  • -email is unavailable- added by maors (Updated the item)
  • -email is unavailable- added by commoner (Posted a comment)
  • -email is unavailable- added by None (Submitted the item)
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    Follow 6 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2018-04-28 maors Attached File- => Added 43030.cset, #44055
    2018-04-27 mtmiller Carbon-CopyRemoved 80942 => -
    2018-04-27 mtmiller Severity3 - Normal => 2 - Minor
        StatusNone => Patch Submitted
        Release3.8.1 => dev
    2018-04-21 maors Attached File- => Added 43030.cset, #43984

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