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[Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restrict
From: |
Julien Bect |
Subject: |
[Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restricted to positive definite matrices |
Date: |
Thu, 4 Jan 2024 09:43:34 -0500 (EST) |
Follow-up Comment #4, bug#64346 (group octave):
Hello Arun,
Sorry for the long silence.
As reported here: https://savannah.gnu.org/bugs/?61762, it turns out that the
behaviour of _qp_, as it is, is not reliable when H is not positive definite.
As long as a better QP solver is not used, checking for positive definiteness
before calling _qp_ is therefore the safest choice.
Regarding your patch, it means I think that:
1) "quadratic program" -> "convex quadratic program" is ok, you could even
call it a "strictly convex" quadratic program
2) the matrix is expected to be positive *definite* (semidefinite is not
enough)
3) The test for positive definiteness should stay.
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- [Octave-bug-tracker] [bug #64346] qp (quadratic programming) is restricted to positive definite matrices,
Julien Bect <=