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Re: quadratic programming (qp) constraints -- always enforced?
From: |
Leo Butler |
Subject: |
Re: quadratic programming (qp) constraints -- always enforced? |
Date: |
Mon, 03 Oct 2011 13:48:51 -0400 |
User-agent: |
Gnus/5.110018 (No Gnus v0.18) Emacs/23.3 (gnu/linux) |
fork <address@hidden> writes:
> Hi all,
>
> When I call qp() with A_in and b to define constraints, I am getting a
> solution
> returned with info.solveiter=3 and info.info=0 but which is outside the
> constraints. (I start with a wacky x0, if that matters.)
>
> Is this even possible?
>
> I haven't run a small test case yet, since it seems like it is probably my
> fault
> in getting the constraint matrix screwed up, but I thought I would check the
> collective wisdom first.
An example would be illuminating. My guess is that the bug is in your
specification, not the qp code. Leo
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