Mercurial > hg > octave-max
changeset 11879:57c9b3f2b822 release-3-0-x
__qp__.cc fix
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Fri, 31 Oct 2008 07:52:55 +0100 |
| parents | 2415586d0f5a |
| children | 7b69c809e0d4 |
| files | src/ChangeLog src/DLD-FUNCTIONS/__qp__.cc |
| diffstat | 2 files changed, 8 insertions(+), 1 deletions(-) [+] |
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--- a/src/ChangeLog +++ b/src/ChangeLog @@ -1,3 +1,8 @@ +2008-10-17 John W. Eaton <jwe@octave.org> + + * DLD-FUNCTIONS/__qp__.cc (qp): Undo part of change from + 2007-09-04 (compute Y at each iteration). + 2008-10-02 John W. Eaton <jwe@octave.org> * pt-arg-list.cc (tree_argument_list::convert_to_const_vector):
--- a/src/DLD-FUNCTIONS/__qp__.cc +++ b/src/DLD-FUNCTIONS/__qp__.cc @@ -233,6 +233,9 @@ // FIXME -- still remain to handle the case of // non-full rank active set matrix. + // Computing the Y matrix (orthogonal to Z) + Y = Aact.pseudo_inverse (); + // Reduced Hessian Matrix Zt = Z.transpose (); Matrix rH = Zt * H * Z; @@ -327,7 +330,6 @@ // Computing the multipliers only for the inequality // constraints that are active. We do NOT compute // multipliers for the equality constraints. - Y = Aact.pseudo_inverse (); Matrix Yt = Y.transpose (); Yt = Yt.extract_n (n_eq, 0, n_act-n_eq, n); lambda_tmp = Yt * (g + H * p);