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
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