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Re: Incorrect qp result
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From: |
sshah |
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Subject: |
Re: Incorrect qp result |
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Date: |
Tue, 24 Apr 2018 23:34:21 -0700 (MST) |
Are you sure this is a convex qp problem?
1) Is the objective convex?
H is non-symmetric with eig(H) < 0. So, it is not a convex objective. Try
with H positive definite.
2) given 0 <= lb <= x=ub , and H positive definite, it is not feasible to
get an objective value =0.
If you change the objective function to be convex, qp most likely will give
correct answers.
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