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:

Description

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)

testQPOASES.zip (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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