Login
Login

Reply To: SQP – “cannot perform quadratic programming”

Home 21090308 Forums Numerical Method Optimization SQP – “cannot perform quadratic programming” Reply To: SQP – “cannot perform quadratic programming”

#2910
haksunli
Keymaster

There are two epsilons.

epsilon1 determines two things:
1. whether a constraint is active in a QP sub-problem (numerically determining zeros)
2. whether a new solution in the next iteration changes much; if not the algorithm stops

epsilon2 is the epsilon in QPPrimalActiveSetMinimizer, which determines
1. whether a constraint is active (numerically determining zeros)
2. more importantly, it checks whether an automated computed initial solution is feasible. If this initial solution computed by SuanShu is not feasible, it will declare the problem infeasible.

I suspect that the last point makes your problem fails. Does increasing epsilon2 help your performance?

Again, if you send us your sample code (that compiles), we are happy to look into it.