QLD license [re: quadratic programming]

[John W. Eaton]

On  8-Feb-2001, Mumit Khan <address@hidden> wrote:

| This is what I could come up with after grepping through my files:
| 
| >> qld.f:
| 
|   c                     !!!! NOTICE !!!!
|   c
|   c 1. The routines contained in this file are due to Prof. K.Schittkowski
|   c    of the University of Bayreuth, Germany (modification of routines
|   c    due to Prof. MJD Powell at the University of Cambridge).  They can
|   c    be freely distributed
| 
| This note of course means nothing without corroboration, and I'm still 
| looking for a an email from Prof. Schittkowski that I'm sure I've filed 
| away in the most obscure folder somewhere, and quite possibly old enough
| to be sitting on a CD backup.
| 
| My copy came via FSQP package from U of Maryland (Tits and Zhou I believe 
| are the principal investigators).

Oh no, not *that* QLD.  It also says

C   QL0001 SOLVES THE QUADRATIC PROGRAMMING PROBLEM
C
C   MINIMIZE        .5*X'*C*X + D'*X
C   SUBJECT TO      A(J)*X  +  B(J)   =  0  ,  J=1,...,ME
C                   A(J)*X  +  B(J)  >=  0  ,  J=ME+1,...,M
C                   XL  <=  X  <=  XU
C   
C   HERE C MUST BE AN N BY N SYMMETRIC AND POSITIVE MATRIX, ...

For Octave, it really doesn't solve the entire class of problems that
we need.  We need to allow the user to enter an objective function
matrix that is not symmetric (actually, this is easily fixed) or
positive definite (a solution may exist at some constraints).

Also, I remember trying QLD some time ago, and found that it was quite
difficult to even determine what the workspace should be.

Can't we do better than this?

jwe



-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.octave.org
How to fund new projects:  http://www.octave.org/funding.html
Subscription information:  http://www.octave.org/archive.html
-------------------------------------------------------------