Thread: Octave QP issue
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Old 08-24-2012, 05:35 AM
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htlin htlin is offline
Join Date: Aug 2009
Location: Taipei, Taiwan
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Default Re: Octave QP issue

Originally Posted by patrickjtierney View Post
I came across a clever trick in the previous classes discussions for improving the stability and results of qp() in Octave. Essentially you just add a tiny amount to the H matrix's diagonal (10^-15) and then solve for alpha0 using qp. Then you rerun qp using alpha0 as the initial value and use your original H to obtain the value of alpha.
Your trick indeed looks very clever. I find it difficult to believe the huge difference between your solutions, though. So you may want to double-check on which one is correct. Hope this helps.
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