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Re: 'sqp' error state equal to 0 - what does it mean?
From: |
Guido Walter Pettinari |
Subject: |
Re: 'sqp' error state equal to 0 - what does it mean? |
Date: |
Wed, 14 Apr 2010 23:54:20 +0000 |
Hi John,
thank you for looking at the function.
I am confident that my starting point does not satisfy the optimality conditions
since (i) the minimum I get from 'sqp' is different from the starting point and
(ii) the computation takes several seconds.
Cheers,
Guido
On Apr 14, 2010, at 14:37 , John W. Eaton wrote:
> On 14-Apr-2010, Guido Walter Pettinari wrote:
>
> | Thank you for your answer, Francesco.
> |
> | I am sorry if I was not clear enough. I am aware that info=101 is good, my
> concern
> | is that I am getting a result (info=0) which is not contemplated by the
> function
> | documentation.
>
> Taking a quick look at sqp.m, I think this can happen if the following
> conditions are all satisfied on the initial iteration.
>
> t0 = norm (c - A' * lambda);
> t1 = norm (ce);
> t2 = all (ci >= 0);
> t3 = all (lambda_i >= 0);
> t4 = norm (lambda .* con);
>
> if (t2 && t3 && max ([t0; t1; t4]) < tol)
> break;
> endif
>
> So, if this is correct, then I think your starting point satisfies the
> optimality conditions.
>
> jwe