bugGNU Octave - Bugs: bug #41120, QP function result is not correct

 
 

bug #41120: QP function result is not correct

Submitted by:  Mariotto Mauro <mariottomauro>
Submitted on:  Mon 06 Jan 2014 10:02:08 AM UTC  
 
Category: Octave FunctionSeverity: 3 - Normal
Priority: 5 - NormalItem Group: Incorrect Result
Status: InvalidAssigned to: None
Originator Name: Open/Closed: Closed
Release: 3.6.2Operating System: GNU/Linux

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Thu 04 Jun 2015 01:47:46 AM UTC, comment #2:

Closing bug report as invalid based on comment #1 and no activity in over a year.

Mike Miller <mtmiller>
Project Administrator
Mon 16 Jun 2014 07:26:53 AM UTC, comment #1:

You cannot expect a correct result (global minimum) as the problem is nonconvex, and the QP solver is only a local solver.

Johan Löfberg <johanlofberg>
Mon 06 Jan 2014 10:02:08 AM UTC, original submission:

Consider the following quadratric problem.

min f(x) = 0.5*x'Hx + Q'x

and the following example

min -3x1^2 -9x1x2 -3.5x2^2

sub 2x1 + 3x2 <= 12
x1>=0, x2>=0

Define the following matrices and vectors for the above problem:
A=[]
B=[]
Q=[]
LB=[0,0]'
A_IN=[2,3]
A_UB=[12]
H=[-6,-9; -9,-7]

Call the build-in Octave function

[X,F,I,L]=qp([],H,Q,A,B,LB,[],[],A_IN,A_UB)

Incorrect result given by Octave 3.6.2 and 3.6.4 in Ubuntu Linux 12.10 and 13.10 i686

x1=0
x2=0
f(x1,x2)=0

The correct result is however:

x1=6
x2=0
y1=18 Lagrange Multiplier or KKT Multiplier
f(x1,x2)=-108

Mariotto Mauro <mariottomauro>

 

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    Follow 2 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Thu 04 Jun 2015 01:47:46 AM UTCmtmillerStatusNone=>Invalid
      Open/ClosedOpen=>Closed

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