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[Octave-bug-tracker] [bug #64970] [octave forge] (optim 1.6.2) quadprog
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From: |
Torsten Lilge |
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Subject: |
[Octave-bug-tracker] [bug #64970] [octave forge] (optim 1.6.2) quadprog does not work for semidefinite H |
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Date: |
Mon, 4 Dec 2023 14:50:05 -0500 (EST) |
Follow-up Comment #4, bug #64970 (project octave):
quadprog should definitely be able to run with semidefinite weighting
matrices. I stumbled on this issue while solving a model predicitve control
problem with YALMIP and quadprog as solver. The problem is formulated by
YALMIP such that the resulting (stacked) H matrix is semidefinite although the
weighting matrices in the cost function are all definite.
However, if qp is not reliable for semidefinite matrices (as I read in one of
the other bug reports) this should be fixed first.
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