sqp

[John Pearson]

I'm not sure that this is the proper way to address documentation issues but I think the

help page for "sqp" (sequential quadratic programming) is inconsistent. Specifically there are two inconsistent

definitions for the 3rd and 4th arguments (G and H). 

 -- Function File: [X, OBJ, INFO, ITER, NF, LAMBDA] = sqp (X0, PHI)

 -- Function File: [...] = sqp (X0, PHI, G)

 -- Function File: [...] = sqp (X0, PHI, G, H)

 -- Function File: [...] = sqp (X0, PHI, G, H, LB, UB)

 -- Function File: [...] = sqp (X0, PHI, G, H, LB, UB, MAXITER)

 -- Function File: [...] = sqp (X0, PHI, G, H, LB, UB, MAXITER,

          TOLERANCE)

     Solve the nonlinear program

               min phi (x)

                x

     subject to

               g(x)  = 0

               h(x) >= 0

               lb <= x <= ub

THen it says:

When supplied, the gradient function must be of the form

          G = gradient (X)

     in which X is a vector and G is a vector.

     When supplied, the Hessian function must be of the form

          H = hessian (X)

     in which X is a vector and H is a matrix.

     The third and fourth arguments are function handles pointing to

     functions that compute the equality constraints and the inequality

     constraints, respectively.

Calling G the gradient of X doesn't make any sense to me. IF X is a vector it's gradient should be a matrix in any event,

either g is a constraint or it isn't. If it is a constraint it isn't a gradient and similarly H isn't a Hessian but an inequality constraint. WHich are they? They can't be both!

Best regards and thanks for your great work in making Octave a great open source software tool.

John

--
John E. Pearson