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Topic: Bug in lsqlin
Replies: 1   Last Post: Mar 15, 2013 9:56 AM

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Alan Weiss

Posts: 1,241
Registered: 11/27/08
Re: Bug in lsqlin
Posted: Mar 15, 2013 9:56 AM
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On 3/14/2013 5:51 PM, Santosh wrote:
> I have noticed that the residual in
> [X,resnorm,residual,exitflag,output,lambda] =
> lsqlin(C,d,A,b,Aeq,beq,lb,ub,X0,options,varargin)
>
> is CX-d when no constraints are given and it is d-CX when lower and
> upper bounds are given.
> I am not sure about the cases where equalities and inequality
> constraints are given.
>
> Matlab version R0212b (8.0.0.783).
> It would be good to know if this bug exists for other constraints also
> and if someone can do a quickfix.
>
> --
> Thanks
> Santosh


This indeed seems to be a bug that affects the trust-region-reflective
algorithm for bound-constrained problems only. The problem is under
investigation.

Meanwhile, you can use the active-set algorithm, which seems to produce
correct results for all constraint types. Enter
options = optimset('LargeScale','off')

Thanks for reporting this problem,

Alan Weiss
MATLAB mathematical toolbox documentation



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