ryantibs / quantgen

Tools for generalized quantile modeling
https://ryantibs.github.io/quantgen
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Fix `quantile_genlasso_lp` with `noncross`, Rglpk #19

Open brookslogan opened 1 year ago

brookslogan commented 1 year ago

Running some analyses with noncross=TRUE using Rglpk in place of Gurobi produces:

Error: Length of bound indices must be equal to the length of the corresponding bound values.

It appears that this results from typos around here, where model_big$bounds${lower,upper}$val are formed from the nonexistent model${lower,upper}$val rather than the existent model$bounds${lower,upper}$val. Things might work just by fixing this typo, but probably should be checked for correctness / agreement with Gurobi results, as this branch may not have ever been run before.