[Octave-bug-tracker] [bug #31742] sqp: incorrect order of removal of Inf bounds

[Olaf Till]

Follow-up Comment #4, bug #31742 (project octave):

A new patch is attached.

1. Never violated Inf bounds are now already excluded from computation in the
function for inequality constrained. This is better than in the first patch.
The matter of checking for inequality constraints being +Inf in each iteration
is not touched by this change (but see 2.). This fixes the original bug.

2. Removing inequality constraints getting +Inf in each iteration is dropped
for the following reasons. Although such a removal might make some sense (see
previous comments), it can not have worked and I see no fix. Tests for this
are difficult to construct. According to the code, such removal would trigger
the same problem as the original bug, since it produces a dimension mismatch
(line 478 in the original version) between lambda (which is shortened by the
removal) and (A_new - A) (which is not shortened by the removal). It would be
no solution to also shorten A_new (which later is assigned to A), since A_new
and A would then have different dimensions if the number of inequality
constraints being +Inf changes between iterations, so (A_new - A) is not
defined then. (The dimensions might even be equal while the rows refer to
different constraints!)

(I noticed that my editor introduced some tabs for indentation. Please tell
me if this is a problem. I faintly remember that there has been some
un-tabbifying in Octave.)

(file #22132)
    _______________________________________________________

Additional Item Attachment:

File name: sqp-2nd-inf-bounds-removal.changeset Size:4 KB


    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/bugs/?31742>

_______________________________________________
  Message sent via/by Savannah
  http://savannah.gnu.org/