[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: sqp behavior for functions with small values

From: Juan Pablo Carbajal
Subject: Re: sqp behavior for functions with small values
Date: Wed, 28 Mar 2018 22:05:33 +0200

Hi Benjamin,

I am happy to hear that the -log solved this particular issue. The
problem you are facing is not a problem of sqp, but of qp.
If you inspect the results of line 412 of sqp, you see that the search
direction is 0,0, qp did 2 iterations and thinks it got a global
qp.m is just calling __qp__ defined in [1]

in line 97 qp uses a fixed tolerance for the search given by sqrt(eps).

This is a bug in qp and one would need to pass the tolerance as a
parameter (or compute the correct tolerance for qp based on the
arguments of sqp). I am adding the author fo the in CC to
see if he can fix this quickly. I also created a new bug report [2]


reply via email to

[Prev in Thread] Current Thread [Next in Thread]