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Re: Core function SQP
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From: |
Olaf Till |
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Subject: |
Re: Core function SQP |
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Date: |
Thu, 4 Aug 2011 10:09:15 +0200 |
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User-agent: |
Mutt/1.5.20 (2009-06-14) |
On Wed, Aug 03, 2011 at 12:36:17PM +0200, Juan Pablo Carbajal wrote:
> ...
> Now, I am not an expert on SQP, but I guess the non-feasibility of the
> problem is rooted (sometimes at least)in the linearization passed to
> qp.
>
> Is there a way to perturb the linearized system passed to qp and
> try again? Maybe in this way it gets unstuck, maybe not.
>
> I am taking a look at the book of Bertsekas to see whether the problem
> is mentioned there.
This would be nice anyway, but also remember that your posted example
with the added 5 inequality constraints isn't necessarily feasible, so
there might be no way for sqp to recover in this special case.
Olaf