Quote:
Originally Posted by invis
Why sometimes it is impossible to find the solution and what to do with that ?
On 200 iterations with random line and random dots (#10) 81 times QP didnt find the solution (I plot the line and dots for this situations and all looks pretty clear).
This is the parameters for QP I use:
H = (Y*Y') .* (X*X');
A = Y';
q=1*ones(n,1);
b=0;
lb=zeros(n,1); (lower bound)
ub=[]; (upper bound)
min 0.5 x'*H*x + x'*q
subject to
A*x = b
lb <= x <= ub
where x is our

Sometimes the numerical condition of the optimization problem makes it hard for the solver to locate a good solution. One possibility is to set ub (upper bound) to a really large value. Hope this helps.