Opened 10 months ago

#85 new user support

Possible bug when using equality constraints

Reported by: gabrielenava Owned by: ferreau
Priority: normal Milestone:
Component: Matlab interface Version: 3.2.0
Keywords: Cc:


Hi all, I think I may have found a bug inside the qpOASES algorithm when performing a constrained optimization with equality constraints in MATLAB. In particular, I considered the following optimization problem:

min |u|2

s.t. Au = 0

where u is a [29 * 1] vector and A is a [6 * 29] matrix with rank 6. In theory, this problem is well posed and the solution is u = 0. However, for some valid constraint matrices A qpOASES cannot find a solution, and returns the following error:

ERROR:  Division by zero
->ERROR:  Abnormal termination due to TQ factorisation
  ->ERROR:  Determination of step direction failed
    ->ERROR:  Abnormal termination due to TQ factorisation
      ->ERROR:  Initialisation failed! QP could not be solved!

Attached to this script there is a matlab code with an example. The constraint matrix is stored in a .mat file (attached to the issue, too). Also, relaxing the problem with inequality constraints of the form:

min |u|2

s.t. -eps < Au < eps,

eps > 0

did not solve the issue. As an additional information, I noted that in case the problem is really unfeasible the error from qpOASES is different.

May you help me in understanding this issue? Thanks in advance.

Attachments (1) (1.6 KB) - added by gabrielenava 10 months ago.

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Change History (1)

Changed 10 months ago by gabrielenava

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