Open abelsiqueira opened 2 months ago
The QuadraticModels documentation states that only the lower triangle of H should be given. This works:
julia> minimize("RipQP", ones(2), [4.0 0.0; 1.0 2.0])
[ Info: Solving in Float64 using K2LDL with LDLFactorizationData
[ Info: iter obj rgap ‖rb‖ ‖rc‖ α_pri α_du μ ρ δ
[ Info: 0 0.0e+00 0.0e+00 0.0e+00 7.1e-01 0.0e+00 0.0e+00 NaN 1.5e-03 1.5e-03
[ Info: 1 -2.9e-01 5.2e-04 0.0e+00 9.0e-04 1.0e+00 1.0e+00 NaN 1.5e-03 1.5e-03
[ Info: 2 -2.9e-01 6.4e-08 0.0e+00 1.3e-07 1.0e+00 1.0e+00 NaN 1.5e-04 1.5e-04
[ Info: 3 -2.9e-01 8.7e-13 0.0e+00 2.1e-12 1.0e+00 1.0e+00 NaN 1.5e-05 1.5e-05
"Execution stats: first-order stationary"
However, there is clearly a lot of room for improvements here, in QuadraticModels, RipQP and JSOSuite.
Maybe it's RipQP's fault, but we have it on the docs.