bugGNU Octave - Bugs: bug #64302, sqp regression in 8.2

 
 

bug #64302: sqp regression in 8.2

Submitter:  Dmitri A. Sergatskov <dasergatskov>
Submitted:  Thu 15 Jun 2023 12:18:41 AM UTC
   
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  None
Status:  Wont Fix Assigned to:  None
Originator Name:  Open/Closed:  * Closed
Release:  * 8.2.0 Operating System:  * Any
Fixed Release:  None Planned Release:  None
* Mandatory Fields

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Jump to the original submission

Mon 26 Jun 2023 08:25:05 AM UTC, comment #6: 

I suggest renaming this ticket: sqp -> qp, since only qp is actually discussed here (even though the original post is about a problem originating from the use of qp inside sqp).

Julien Bect <jbect>
Thu 22 Jun 2023 03:36:30 AM UTC, comment #5: 

Sure.

STK failures are reported on
https://github.com/stk-kriging/stk/issues

Dmitri.
--

Dmitri A. Sergatskov <dasergatskov>
Thu 22 Jun 2023 03:23:00 AM UTC, comment #4: 

Can this be closed as it appears to be correct behavior to check for positive definiteness?

Rik <rik5>
Group administrator
Thu 15 Jun 2023 01:25:42 AM UTC, comment #3: 

OK, so stk people should update their codes.

Thanks!

Dmitri.
--

Dmitri A. Sergatskov <dasergatskov>
Thu 15 Jun 2023 01:14:14 AM UTC, comment #2: 
Arun Giridhar <arungiridhar>
Group Member
Thu 15 Jun 2023 01:04:22 AM UTC, comment #1: 

Rank of B is only 2. One of the eigenvalues is zero and isdefinite returns false.

Should QP even be used for such a matrix?

Arun Giridhar <arungiridhar>
Group Member
Thu 15 Jun 2023 12:18:41 AM UTC, original submission:  

With attached t1.m code (and var1.txt.gz data):


load var1.txt
[p, obj_qp, INFO, lambda] = qp (x, B, c, F, g, [], [], d, C,
                                    Inf (size (d)), struct ("TolX", tol))


In 7.3:


octave:1> t1
p =

  -1.0443e-05
            0
   1.2300e-06

obj_qp = -2.8758e-10
INFO =

  scalar structure containing the fields:

    solveiter = 2
    info = 0

lambda =

         0
         0
         0
         0
   16.8016
         0


and in 8.2.1 (and 9.0.0)


octave:1> t1
p =

   2.8049
   2.3026
   0.1975

obj_qp = 2.8504e+11
INFO =

  scalar structure containing the fields:

    solveiter = 0
    info = 2

lambda = [](0x0)


this probably explain test failures in stk package (e.g. the one in windows bundle).

See also:
https://octave.discourse.group/t/sqp-𔙁-regression-from-7-3-to-8-2/4607

https://github.com/stk-kriging/stk/issues/39

https://github.com/stk-kriging/stk/issues/39


Dmitri.
--


Dmitri A. Sergatskov <dasergatskov>

 

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Attach Files:
   
   
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Attached Files
file #54834:  t1.m.gz added by dasergatskov (134B - application/gzip)
file #54835:  var1.txt.gz added by dasergatskov (441B - application/gzip)

 

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    Follow 4 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2023-06-22 rik5 StatusNone Wont Fix
        Open/ClosedOpen Closed
    2023-06-15 dasergatskov Attached File- Added t1.m.gz, #54834
        Attached File- Added var1.txt.gz, #54835

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