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diff scripts/optimization/sqp.m @ 13206:658aa9fd8665

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sqp: provide warnings for QP subproblem failures * sqp.m: Warn if the QP subproblem is non-convex and unbounded, infeasible, or the solution fails to converge.
author John W. Eaton <jwe@octave.org>
date Sat, 24 Sep 2011 10:38:19 -0400
parents c792872f8942
children 571557ddabb9
line wrap: on
line diff
--- a/scripts/optimization/sqp.m
+++ b/scripts/optimization/sqp.m
@@ -443,7 +443,19 @@
 
     info = INFO.info;
 
-    ## Check QP solution and attempt to recover if it has failed.
+    ## FIXME -- check QP solution and attempt to recover if it has
+    ## failed.  For now, just warn about possible problems.
+    
+    id = "Octave:SQP-QP-subproblem";
+    switch (info)
+      case 2
+        warning (id, "sqp: QP subproblem is non-convex and unbounded");
+      case 3
+        warning (id, "sqp: QP subproblem failed to converge in %d iterations",
+                 INFO.solveiter);
+      case 6
+        warning (id, "sqp: QP subproblem is infeasible");
+    endswitch
 
     ## Choose mu such that p is a descent direction for the chosen
     ## merit function phi.