bugGNU Octave - Bugs: bug #55351, qp algorithm needs to distinguish...

 
 

bug #55351: qp algorithm needs to distinguish TolX from TolCon

Submitted by:  Rik <rik5>
Submitted on:  Mon 31 Dec 2018 07:29:53 PM UTC  
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Matlab Compatibility
Status:  Confirmed Assigned to:  None
Originator Name:  Open/Closed:  Open
Release:  dev Operating System:  Any

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Mon 31 Dec 2018 07:29:53 PM UTC, original submission:  

The solution for bug #53506 added a method to pass TolX to the _qp_ function.  However, inside _qp_ it appears that the single tolerance argument is being used both for stepsize (TolX) and as a relative tolerance on the constraints (TolCon).  First, it is probably a bad idea to mix absolute and relative constraints.  Second, it is probably a good idea to be able to specify the tolerances for the main optimization problem separately for the tolerances on the constraints (Matlab has this).

Rik <rik5>
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