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Constraints not met

by Rungta, Prerna :: Rate this Message:

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Dear Octave Team,

I am a new user of Octave and am using this to optimise a series of
small qp problems. I have encountered some problems while using the qp
program. I used octave to run the attached optimisation problem and
received an output with info = 3, however, on analysing the data I
noticed that the solution was not convergent and the constraints not
met.

I am attaching the problem file and the output file. Is this a bug? Any
help is most appreciated.

Prerna Rungta

Assistant Consultant

Steer Davies Gleave
28-32 Upper Ground, London SE1 9PD

d. +44 (0)20 7910 5262
t. +44 (0)20 7919 8500
f. +44 (0)20 7827 9850
e. prerna.rungta@...
w. www.steerdaviesgleave.com



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 - Use `pkg list' to see a list of installed packages.
 - SciTE editor installed. Use `edit' to start the editor.
 - MSYS shell available (C:\Program Files\Octave\msys).
 - Graphics backend: jhandles.

ans =

   2008.0000      5.0000      2.0000     10.0000     54.0000     16.4376

ans =

   2008.0000      5.0000      2.0000     10.0000     54.0000     16.5474

x =

  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  8.3519e-003
  -7.0564e-003
  0.0000e+000
  9.8128e-003
  9.2615e-003
  -1.5015e+000
  -2.7337e-002
  0.0000e+000
  -1.2128e-002
  -1.2238e-002
  7.8379e-002
  -4.8628e-019
  -1.3377e+000
  -2.1832e+000
  1.4705e+000
  1.3382e-001
  -9.0461e+002
  4.5434e-012
  0.0000e+000
  6.3147e+003
  1.2053e-012
  2.4608e+003
  -1.5591e-013
  -1.0093e+003
  3.8637e+003
  2.2604e+003
  4.9278e-012
  3.0209e+002
  -1.9546e+003
  1.6097e+003
  -6.6934e+003
  -2.4185e-012
  1.8534e+004
  2.2194e+003
  -9.7795e+002
  -3.6031e+003
  -1.0788e+004
  2.8063e+003
  -3.1766e+003
  1.8027e+003
  -1.9895e+003
  -1.6187e+003
  0.0000e+000
  0.0000e+000
  -4.0107e-018
  -1.8923e-011
  3.7106e+004
  1.5420e+004
  -2.3103e-018
  2.0636e-018
  1.3314e-027
  -1.0097e-028
  0.0000e+000
  0.0000e+000
  4.0176e-027
  0.0000e+000
  -7.4258e-019
  -4.6154e-017
  4.8170e-017
  2.1035e-027
  3.3041e-019
  -7.8734e-028
  0.0000e+000
  -2.3732e-018
  -4.0576e+003
  0.0000e+000
  -1.8952e+003
  1.8261e+000
  0.0000e+000
  -1.0879e+001
  -5.9598e-001
  2.2607e+003
  -3.7456e-004
  1.6836e+001
  -4.1238e-013
  -2.5195e+002
  -1.6071e+003
  -1.6699e+003
  -1.6333e+003
  3.0644e+000
  6.7028e+002
  -1.6190e+002
  9.4127e+003
  -1.6448e+003
  1.2306e+004
  -9.8581e+001
  6.9424e+002
  5.0967e+002
  -2.7865e+003
  2.4440e+003
  7.8791e+002
  1.9857e+004
  6.3525e+003
  -7.7558e+003
  7.3211e+002
  -2.6012e+003
  -4.0772e+003
  -2.8835e+003
  -1.4988e+004
  9.9352e+002
  2.1889e+003
  2.4539e+002
  0.0000e+000
  1.7034e+004
  -1.5558e+004
  2.1126e+001
  6.5941e+000
  8.7416e+001
  1.0936e+004
  1.8555e+004
  -3.6189e+002
  2.4233e-001
  3.2132e+003
  9.8289e+003
  1.3901e+004
  5.9703e-011
  -5.2920e+003
  -8.3474e+000
  2.2347e+001
  5.3809e+003
  5.6439e+002
  0.0000e+000
  -3.6026e+002
  -6.5540e+002
  0.0000e+000
  0.0000e+000
  2.5203e+004
  1.9921e+003
  -4.4439e+002
  -7.6753e+002
  -1.1587e+003
  -4.0266e+002
  0.0000e+000
  4.9477e+003
  -3.2902e+002
  0.0000e+000
  -1.0560e+002
  2.5933e+003
  4.6976e+002
  -8.0840e+002
  2.7420e-003

obj = 2.6587e+009
info =
{
  solveiter =  229
  info = 0
}

lambda =

  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.0233e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  6.5000e-002
  9.3000e-002
  0.0000e+000
  8.7857e-002
  1.2340e-001
  1.2500e-001
  1.1100e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  0.0000e+000
  1.6567e-001
  1.7700e-001
  8.6333e-002
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.4500e-001
  5.2000e-002
  1.6771e-001
  1.7220e-001
  1.7700e-001
  1.3500e-001
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1916e+000
  2.1761e+000
  2.1832e+000
  2.1930e+000
  2.1925e+000
  6.8171e-001
  2.1559e+000
  2.1832e+000
  2.1711e+000
  2.1710e+000
  2.2616e+000
  2.1832e+000
  8.4553e-001
  0.0000e+000
  3.6537e+000
  2.3170e+000
  9.8831e+003
  1.0788e+004
  1.0788e+004
  1.7102e+004
  1.0788e+004
  1.3248e+004
  1.0788e+004
  9.7784e+003
  1.4651e+004
  1.3048e+004
  1.0788e+004
  1.1090e+004
  8.8331e+003
  1.2397e+004
  4.0943e+003
  1.0788e+004
  2.9322e+004
  1.3007e+004
  9.8097e+003
  7.1846e+003
  0.0000e+000
  1.3594e+004
  7.6111e+003
  1.2590e+004
  8.7982e+003
  2.4389e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.1164e+004
  1.9477e+004
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0575e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  0.0000e+000
  4.0576e+003
  8.9132e+002
  2.7883e+003
  2.7865e+003
  2.7756e+003
  2.7859e+003
  5.0472e+003
  2.7865e+003
  2.8033e+003
  2.7865e+003
  2.5346e+003
  1.1794e+003
  1.1166e+003
  1.1532e+003
  2.7896e+003
  3.4568e+003
  2.6246e+003
  1.2199e+004
  1.1417e+003
  1.5092e+004
  2.6879e+003
  3.4807e+003
  3.2962e+003
  0.0000e+000
  5.2305e+003
  3.5744e+003
  3.5415e+004
  2.1910e+004
  7.8017e+003
  1.6290e+004
  1.2956e+004
  1.1480e+004
  1.2674e+004
  5.6954e+002
  1.6551e+004
  1.7747e+004
  1.5803e+004
  1.5558e+004
  3.2591e+004
  0.0000e+000
  1.5579e+004
  1.5564e+004
  1.5645e+004
  2.6494e+004
  3.4113e+004
  1.5196e+004
  1.5558e+004
  1.8771e+004
  2.5387e+004
  2.9459e+004
  1.5558e+004
  0.0000e+000
  5.2836e+003
  5.3143e+003
  1.0673e+004
  5.8563e+003
  5.2920e+003
  4.9317e+003
  4.6366e+003
  5.2920e+003
  5.2920e+003
  3.0494e+004
  7.2841e+003
  4.8476e+003
  4.5244e+003
  4.1333e+003
  4.8893e+003
  5.2920e+003
  1.0240e+004
  4.9629e+003
  5.2920e+003
  5.1864e+003
  7.8853e+003
  5.7617e+003
  4.4835e+003
  5.2920e+003
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  1.2500e-001
  1.7700e-001
  2.1832e+000
  1.0788e+004
  4.0576e+003
  2.7865e+003
  1.5558e+004
  5.2920e+003

ans =

   2008.0000      5.0000      2.0000     10.0000     54.0000     28.8950

info =
{
  solveiter =  229
  info = 0
}

ans =

  0.0000e+000
  0.0000e+000
  -3.3710e+000
  1.1077e+004
  4.6850e+004
  1.7346e+004
  5.5728e+004
  3.0841e+004

lambda =

  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  1.0233e-001
  1.2500e-001
  1.2500e-001
  1.2500e-001
  6.5000e-002
  9.3000e-002
  0.0000e+000
  8.7857e-002
  1.2340e-001
  1.2500e-001
  1.1100e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  0.0000e+000
  1.6567e-001
  1.7700e-001
  8.6333e-002
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.7700e-001
  1.4500e-001
  5.2000e-002
  1.6771e-001
  1.7220e-001
  1.7700e-001
  1.3500e-001
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1832e+000
  2.1916e+000
  2.1761e+000
  2.1832e+000
  2.1930e+000
  2.1925e+000
  6.8171e-001
  2.1559e+000
  2.1832e+000
  2.1711e+000
  2.1710e+000
  2.2616e+000
  2.1832e+000
  8.4553e-001
  0.0000e+000
  3.6537e+000
  2.3170e+000
  9.8831e+003
  1.0788e+004
  1.0788e+004
  1.7102e+004
  1.0788e+004
  1.3248e+004
  1.0788e+004
  9.7784e+003
  1.4651e+004
  1.3048e+004
  1.0788e+004
  1.1090e+004
  8.8331e+003
  1.2397e+004
  4.0943e+003
  1.0788e+004
  2.9322e+004
  1.3007e+004
  9.8097e+003
  7.1846e+003
  0.0000e+000
  1.3594e+004
  7.6111e+003
  1.2590e+004
  8.7982e+003
  2.4389e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.1164e+004
  1.9477e+004
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0575e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  4.0576e+003
  0.0000e+000
  4.0576e+003
  8.9132e+002
  2.7883e+003
  2.7865e+003
  2.7756e+003
  2.7859e+003
  5.0472e+003
  2.7865e+003
  2.8033e+003
  2.7865e+003
  2.5346e+003
  1.1794e+003
  1.1166e+003
  1.1532e+003
  2.7896e+003
  3.4568e+003
  2.6246e+003
  1.2199e+004
  1.1417e+003
  1.5092e+004
  2.6879e+003
  3.4807e+003
  3.2962e+003
  0.0000e+000
  5.2305e+003
  3.5744e+003
  3.5415e+004
  2.1910e+004
  7.8017e+003
  1.6290e+004
  1.2956e+004
  1.1480e+004
  1.2674e+004
  5.6954e+002
  1.6551e+004
  1.7747e+004
  1.5803e+004
  1.5558e+004
  3.2591e+004
  0.0000e+000
  1.5579e+004
  1.5564e+004
  1.5645e+004
  2.6494e+004
  3.4113e+004
  1.5196e+004
  1.5558e+004
  1.8771e+004
  2.5387e+004
  2.9459e+004
  1.5558e+004
  0.0000e+000
  5.2836e+003
  5.3143e+003
  1.0673e+004
  5.8563e+003
  5.2920e+003
  4.9317e+003
  4.6366e+003
  5.2920e+003
  5.2920e+003
  3.0494e+004
  7.2841e+003
  4.8476e+003
  4.5244e+003
  4.1333e+003
  4.8893e+003
  5.2920e+003
  1.0240e+004
  4.9629e+003
  5.2920e+003
  5.1864e+003
  7.8853e+003
  5.7617e+003
  4.4835e+003
  5.2920e+003
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  1.2500e-001
  1.7700e-001
  2.1832e+000
  1.0788e+004
  4.0576e+003
  2.7865e+003
  1.5558e+004
  5.2920e+003

A_ub =

   0.00000
   0.00000
   0.00000
   2.28000
   0.65000
   0.02000
   0.03000
   0.00000

A_lb =

   0.00000
   0.00000
   0.00000
   2.28000
   0.65000
   0.02000
   0.03000
   0.00000

x =

  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  0.0000e+000
  8.3519e-003
  -7.0564e-003
  0.0000e+000
  9.8128e-003
  9.2615e-003
  -1.5015e+000
  -2.7337e-002
  0.0000e+000
  -1.2128e-002
  -1.2238e-002
  7.8379e-002
  -4.8628e-019
  -1.3377e+000
  -2.1832e+000
  1.4705e+000
  1.3382e-001
  -9.0461e+002
  4.5434e-012
  0.0000e+000
  6.3147e+003
  1.2053e-012
  2.4608e+003
  -1.5591e-013
  -1.0093e+003
  3.8637e+003
  2.2604e+003
  4.9278e-012
  3.0209e+002
  -1.9546e+003
  1.6097e+003
  -6.6934e+003
  -2.4185e-012
  1.8534e+004
  2.2194e+003
  -9.7795e+002
  -3.6031e+003
  -1.0788e+004
  2.8063e+003
  -3.1766e+003
  1.8027e+003
  -1.9895e+003
  -1.6187e+003
  0.0000e+000
  0.0000e+000
  -4.0107e-018
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  0.0000e+000
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  4.6976e+002
  -8.0840e+002
  2.7420e-003



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