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
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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>


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