Re: Quadratic Programming

[Jonathan Stickel]

On 7/16/09 address@hidden wrote:
> Date: Wed, 15 Jul 2009 20:44:12 -0300
> From: "Christian D'Aquino" <address@hidden>
> Subject: Quadratic Programming
> To: <address@hidden>
> Message-ID: <address@hidden>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Hi All,
>
> I'm a new user to Octave and I'm having a hard time on using the quadratic 
> programming function. When I try to solve the function below:
>
> x0 = [0;0]
> cov = [1 -1;-1 2]
> q = [-2;-6]
> A = [1 -1;-1 2]
> b = [2;3]
> lb = [0;0]
> ub = [1;1]
> Alb = []
> Ain = []
> Aub = []
> [x,obj,info,lambda] = qp(x0,cov,q,A,b,lb,ub,Alb,Ain,Aub)
>
>
> It gives me a "qp: inequality constraint matrix has incorrect column dimension" error. My only 
> innequallity constraint would be the ones set by "lb" an "ub". Doesn't it accept Alb, Ain 
> and Aub to be null?
>
> Can someone help me understand what I am missing here?
>
> Thanks in advance,
> Christian D'Aquino

I ran into a similar problem awhile ago; I made these notes to myself in 
one of my scripts:

  ## the parsing of the constraints in qp seems a bit arbitrary; none
  ## are really needed, but at least some must be provided, although
  ## they can be empty; however if Ain is provided, it cannot be empty

In your case, if you don't need an inequality constraint, do not append 
those input arguments, like so:

[x,obj,info,lambda] = qp(x0,cov,q,A,b,lb,ub);

HTH.  It looks like some cleanup of the qp function is needed, if anyone 
wants to tackle it.

Jonathan