[Octave-bug-tracker] [bug #55351] qp algorithm needs to distinguish TolX from TolCon

[Rik]

URL:
  <https://savannah.gnu.org/bugs/?55351>

                 Summary: qp algorithm needs to distinguish TolX from TolCon
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Mon 31 Dec 2018 11:29:53 AM PST
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Matlab Compatibility
                  Status: Confirmed
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: Any

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Details:

The solution for bug #53506 added a method to pass TolX to the __qp__
function.  However, inside __qp__ it appears that the single tolerance
argument is being used both for stepsize (TolX) and as a relative tolerance on
the constraints (TolCon).  First, it is probably a bad idea to mix absolute
and relative constraints.  Second, it is probably a good idea to be able to
specify the tolerances for the main optimization problem separately for the
tolerances on the constraints (Matlab has this).




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