bugGNU Octave - Bugs: bug #53506, qp uses fix tolerance: ignores sqp...


bug #53506: qp uses fix tolerance: ignores sqp tolerance argument

Submitter:  Juan Pablo Carbajal <juanpi>
Submitted:  Wed 28 Mar 2018 08:04:16 PM UTC
Category:  Octave Function Severity:  4 - Important
Priority:  5 - Normal Item Group:  Inaccurate Result
Status:  Fixed Assigned to:  None
Originator Name:  juanpi Open/Closed:  * Closed
Release:  * dev Operating System:  * Any
Fixed Release:  None Planned Release:  None
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Mon 31 Dec 2018 07:32:49 PM UTC, comment #2: 

There isn't enough time to have this be included for the 5.0 release, but I did push the change to the development branch that will become 6.0.  See https://hg.savannah.gnu.org/hgweb/octave/rev/d4211810202a.

I think qp and sqp in general could use an overhaul.  I filed another bug report about the questionable use of rtol as both an absoloute and relative tolerance.  See bug #55351, "qp algorithm needs to distinguish TolX from TolCon".

Marking this bug as fixed and closing report.

Rik <rik5>
Project Administrator
Fri 04 May 2018 04:20:19 PM UTC, comment #1: 

I added the tolerance as an input parameter for qp in _qp_.cc.
The options struct passed to qp.m now  includes "TolX". Until now it contained only maxit.
Regarding sqp.m, he qp subproblem now accepts the tolerance passed to sqp as a parameter.

(file #44091)

Maor Shutman <maors>
Wed 28 Mar 2018 08:04:16 PM UTC, original submission:  

Bug #53483 indicated a problem in sqp which is track down to the C++ code of qp.cc

In line 99 qp uses a fixed tolerance for the search given by sqrt(eps). http://octave.org/doxygen/4.3/da/dbd/____qp_____8cc_source.html

This is a bug in qp and one would need to pass the tolerance as a parameter (or compute the correct tolerance for qp based on the arguments of sqp).
This bug is similar to feature request #43030

Juan Pablo Carbajal <juanpi>
Project Member


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Attach Files:

Attached Files
file #44091:  53506.cset added by maors (4KiB - application/octet-stream)


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    Follow 3 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2018-12-31 rik5 StatusConfirmed Fixed
        Open/ClosedOpen Closed
    2018-05-04 maors Attached File- Added 53506.cset, #44091

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