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 FunctionSeverity: 3 - Normal
Priority: 5 - NormalItem Group: Feature Request
Status: NoneAssigned to: None
Originator Name: MattOriginator Email: -unavailable-
Open/Closed: OpenRelease: 3.8.1
Operating System: GNU/Linux

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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:

and including the line:

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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