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[Octave-bug-tracker] [bug #64970] [octave forge] (optim 1.6.2) quadprog

From: Torsten Lilge
Subject: [Octave-bug-tracker] [bug #64970] [octave forge] (optim 1.6.2) quadprog does not work for semidefinite H
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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