Infinite loop with SQPOptimizerGM #313
Description
Solver can get stuck. This is due to rhoSegnato being Infinite, leading rho to be NaN and the while line 163 to loop infinitely.
Code sample to reproduce:
final QuadraticFunction q = new QuadraticFunction(new double[][] { { 1.0, 0.0 }, { 0.0, 1.0 } },
new double[] { 1.0, 0.0 },
0.0);
final LinearEqualityConstraint eqc = new LinearEqualityConstraint(new double[][] { { 1.0, 0.0 } },
new double[] { 0.0 });
final ConstraintOptimizer optimizer = buildOptimizer();
final OptimizationData[] data = new OptimizationData[] { new ObjectiveFunction(q), eqc };
final LagrangeSolution solution = optimizer.optimize(data);