Thread: Octave QP issue
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Old 08-24-2012, 08:22 AM
patrickjtierney patrickjtierney is offline
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Join Date: Jul 2012
Location: Toronto, Canada
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Default Re: Octave QP issue

I think that Octave qp() is very sensitive to initial value for alpha. By improving the invertablity of the input matrix H, one gets a good approximation of alpha, which can then be used as a starting point when using the actual H. So its not so much magically improving the results as it is correcting a problem in qp() for this kind of usage. Basically qp() without the fix is frequently running to MaxIter without finding a solution. But I stand by the improvement in results. On different runs it is always 10-20% better versus PLA than it was without the "trick".

Also, credit for the idea goes to previous student elkka.
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