bugGNU Octave - Bugs: bug #64517, [octave forge] (optim) fmincon...

 
 

bug #64517: [octave forge] (optim) fmincon Algorithm='octave_sqp' uses octave_sqp_tolerance

Submitter:  Liang Tang <lt1234>
Submitted:  Sat 05 Aug 2023 08:11:06 PM UTC
   
 
Category:  Octave Package Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Incorrect Result
Status:  None Assigned to:  None
Originator Name:  lt1234 Open/Closed:  * Open
Release:  * 8.2.0 Operating System:  * Microsoft Windows
Fixed Release:  None Planned Release:  None
* Mandatory Fields

Add a New Comment Rich Markup
   

Sat 05 Aug 2023 08:11:06 PM UTC, original submission:  

If 'octave-sqp' is invoked in fmincon, octave_sqp_tolerance is used to call sqp in _octave_sqp_wrapper_.  The last argument below, tolerance, is octave_sqp_tolerance. 

  ## call sqp
  [p_res, objf, info, outp.niter, outp.nobjf, outp.lambda] = ...
      sqp (pin, passed_f, {equc, dequc}, {inequc, dinequc}, -Inf, Inf, niter, tolerance);

octave_sqp_tolerance is not the tolx in fmincon input argument.   To control variable convergence, it appears (I did not test) that fmincon needs options with field octave_sqp_tolerance defined similar to tolx. Without the explicit definition, tolerance=[] is used to call sqp.  This is not what I can find in the fmincon documentation.  

Controlling tolx in fmincon call has no effect on tolx of the Octave sqp call.

Liang Tang <lt1234>

 

(Note: upload size limit is set to 16384 kB, after insertion of the required escape characters.)

Attach Files:
   
   
Comment:
   

No files currently attached

 

Depends on the following items: None found

Items that depend on this one: None found

 

Carbon-Copy List
  • -email is unavailable- added by lt1234 (Submitted the item)
  •  

    There are 0 votes so far. Votes easily highlight which items people would like to see resolved in priority, independently of the priority of the item set by tracker managers.

    Only group members can vote.

     

    No changes have been made to this item

    Back to the top

    Powered by Savane 3.13-c373.
    Corresponding source code