Comments (4)
from qpth.
Hi
I try to use your code to slove a LP problem with two ways.
Given a linear program with the following form
minimize FX
subject to : AX=B X>0
1.my first way is to set the Q to a diagonal matrix with all ones, and multiply the Q with a small value , e.g. 0.00001. In this case, I did find the slover is optimizing, but the final result is not ideal.
2.my second way is to transform the object function to QP form: (X^T)(F^T)(F)(X). and set the q to zeros. The optimal X should be the same. However, the result is far from the correct one. The objective function reaches zero but it totally ignores the constrains
Can I some advice about how to correctly use it solve the LP problem?
from qpth.
If you're using floats instead of doubles can you try using doubles and see if that helps with stability?
from qpth.
Hi, i tried double dtype, and it does not help much. it seems constrains are not very strong
from qpth.
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