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comparison scripts/optimization/sqp.m @ 26332:d4211810202a

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qp and sqp: Non-fixed tolerance for qp (bug #53506). * __qp__.cc (F__qp__): Add the tolerance as an input parameter. * qp.m: Add tolerance "TolFun" to the options struct. * sqp.m: The qp subproblem now accepts the tolerance passed to sqp as a parameter.
author Maor Shutman <maorus12@gmail.com>
date Fri, 04 May 2018 19:18:46 +0300
parents 34cc6edf2041
children fff643eb3514
comparison
equal deleted inserted replaced
26329:0a78614a2484 26332:d4211810202a
415 g = -ce; 415 g = -ce;
416 d = -ci; 416 d = -ci;
417 417
418 old_lambda = lambda; 418 old_lambda = lambda;
419 [p, obj_qp, INFO, lambda] = qp (x, B, c, F, g, [], [], d, C, 419 [p, obj_qp, INFO, lambda] = qp (x, B, c, F, g, [], [], d, C,
420 Inf (size (d))); 420 Inf (size (d)), struct ("TolX", tol));
421 421
422 info = INFO.info; 422 info = INFO.info;
423 423
424 ## FIXME: check QP solution and attempt to recover if it has failed. 424 ## FIXME: check QP solution and attempt to recover if it has failed.
425 ## For now, just warn about possible problems. 425 ## For now, just warn about possible problems.