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Re: problems with sqp constraints?
From: |
Olaf Till |
Subject: |
Re: problems with sqp constraints? |
Date: |
Tue, 17 Apr 2012 01:42:50 +0200 |
User-agent: |
Mutt/1.5.20 (2009-06-14) |
On Mon, Apr 16, 2012 at 09:46:44PM +0000, fork wrote:
> fork <forkandwait <at> gmail.com> writes:
>
> More info ...
>
> > Octave error (full paths elided):
> >
> > error: octave_base_value::array_value(): wrong type argument `complex
> > matrix'
> > error: octave_base_value::int_value (): wrong type argument `scalar'
> > error: __qp__: invalid arguments
> > error: called from:
> > error: ... 3.6.1\m\optimization\qp.m at line 393, column 26
> > error: ... 3.6.1\m\optimization\sqp.m at line 414, column 32
> > error: ... sqp_experiments.m at line 47, column 35
>
> On line qp.m:393, H has some small complex components that creep in:
sqp does not necessarily honour your constraints and bounds for
intermediate results. So logarithms of negatives may intermediately
happen with your code and probably have caused this error (though I
don't see it when I repeat your code). You could check for p <= 0
(instead of p == 0) in your objective function to avoid the error.
BTW you should check your gradient function.
Olaf
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