FSQP

 


What's New? 

CFSQP Versions

FFSQP Versions

 

CFSQP Versions

CFSQP Version 2.5d - Released February 1998 

  1. Fixed a bug in which an incorrect offset into the mesh_pts[] array was computed for phase I. This bug only caused an error for problems with both SR objectives and SR constraints, as well as an infeasible initial point.

CFSQP Version 2.5c - Released January 1998 

  1. Fixed a bug involving the indexing of the array istore[], an integer array used to avoid repeating function evaluations at the same trial point in dir() and step1(). The bug could cause access violations in dir(), or affect the line search by forcing the algorithm to skip the evaluation of a constraint or objective when, in fact, it is necessary. (Thanks go to David Gay of Lucent Technologies and Hans Mittelmann of Arizona State University for uncovering this bug) 
  2. Added a globally defined character string (char cfsqp_version[]) indicating the current version of CFSQP (e.g., CFSQP 2.5c). (Thanks go to David Gay of Lucent Technologies for suggesting this)

CFSQP Version 2.5b - Released June 1997

  1. Fixed a bug in which two global variables used in the FSQP-SR algorithm were not initialized for non-SR problems. This was a problem in the case when the same program called CFSQP twice or more, first with an SR problem, followed later by a non-SR problem. Such a sequence of calls may have resulted in an access violation (segmentation fault). (Thanks go to Francois Delebecque of INRIA for pointing this out)

CFSQP Version 2.5a - Released May 1997 

  1. Fixed a sign mistake in the Lagrange multipliers estimates returned from CFSQP for nonlinear equality constraints. (Thanks go to David Gay of Lucent Technologies for pointing out this error) If the initial point is optimal, the Lagrange multiplier estimates for the nonlinear equality constraints are now computed. (Thanks again go to David Gay for pointing out this oversight)

CFSQP Version 2.5 - Released April 1997 

  1. Changed the line search criterion back to what it was for all versions prior to Version 2.4. It was incorrectly changed for Version 2.4. 
  2. Updated the FSQP-SR algorithm to include in the QPs those objectives and constraints which have non-zero multipliers in the QP for d1 at the previous iterate. 
  3. Fixed error in logic involving penalty parameter updates which could lead to the algorithm getting stuck at a point when the search direction is essentially zero even though nonlinear equality constraints may not be satisfied. 
  4. Fixed a bug loading iskip[] in dir() and accessing it in step1(). (Thanks go to Tunde McNabb of U. Penn for discovering this bug) The incorrect constraint gradients were displayed during Phase I for iprint=3, this was corrected. More information is displayed when execution is halted due to an error.

FFSQP Versions

FFSQP Version 3.7b - Released January 1998 

  1. Fixed a bug involving the indexing of the array istore(), an integer array used to avoid repeating function evaluations at the same trial point in dir() and step1(). The bug could cause access violations in dir(), or affect the line search by forcing the algorithm to skip the evaluation of a constraint or objective when, in fact, it is necessary. (Thanks go to David Gay of Lucent Technologies and Hans Mittelmann of Arizona State University for uncovering this bug)
  2. Removed a possible out-of-bounds access of the array iact() in dir(). This bug had no effect on the performance of the algorithm. (Thanks go to Rohit Sharma of IIT Bombay for pointing this out)

FFSQP Version 3.7a - Released May 1997

  1. Fixed a sign mistake in the Lagrange multipliers estimates returned from FFSQP for nonlinear equality constraints. (Thanks go to David Gay of Lucent Technologies for pointing out this error) If the initial point is optimal, the Lagrange multiplier estimates for the nonlinear equality constraints are now computed. (Thanks again go to David Gay for pointing out this oversight)

FFSQP Version 3.7 - Released April 1997 

  1. Changed the line search criterion back to what it was for all versions prior to Version 3.6. It was incorrectly changed for Version 3.6. 
  2. Fixed error in logic involving penalty parameter updates which could lead to the algorithm getting stuck at a point when the search direction is essentially zero even though nonlinear equality constraints may not be satisfied. 
  3. Fixed a bug accessing iskip[] in step1(). The incorrect constraint gradients were displayed during Phase I for iprint=3, this was corrected. More information is displayed when execution is halted due to an error. 
  4. Fixed a small bug in out.f. (Thanks to Robert Wolpert of Duke) Removed underscores from some variable names to be f77 compliant. (Thanks to Mark Stone)

 

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Last modified: February 21, 2005