[Octave-bug-tracker] [bug #61762] qp should check positive definiteness

[Arun Giridhar]

Follow-up Comment #4, bug #61762 (project octave):

I was thinking of something like this, moving the check up where the other
checks are done on the matrix, but if this will cause problems we don't need
to do it.


diff -r 00ab5e929111 scripts/optimization/qp.m
--- a/scripts/optimization/qp.m Wed Jan 05 19:30:43 2022 +0100
+++ b/scripts/optimization/qp.m Wed Jan 05 14:36:42 2022 -0500
@@ -182,6 +182,13 @@
   ## Validate the quadratic penalty.
   if (! issquare (H))
     error ("qp: quadratic penalty matrix must be square");
+  elseif (isdefinite (H) != 1)  # not quadratic, return early
+    x = x0;
+    obj = nan;  # or something indicating problem instance is unbounded
below
+    INFO.info = 2;
+    INFO.solveiter = 0;
+    lambda = [];
+    return
   elseif (! ishermitian (H))
     ## warning ("qp: quadratic penalty matrix not hermitian");
     H = (H + H')/2;
@@ -348,10 +355,6 @@
 
   info = 0;
 
-  if (isdefinite (H) != 1)
-    info = 2;
-  endif
-
   if (info == 0 && (eq_infeasible || in_infeasible))
     ## The initial guess is not feasible.
     ## First, define an xbar that is feasible with respect to the



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