Initialisation failed due to Cholesky decomposition

[svigerske]

Issue created by migration from Trac.

Original creator: mertturanli

Original creation time: 2020-01-12 20:18:37

Assignee: ferreau

Version: 3.2.1

Hello,

I am doing a MPC application by using qpOASES with C++.

I constructed the Hessian and the gradient matrices. I am sure that the Hessian is positive semi definite (I checked the eigenvalues of H, they are all positive.)

However, when I run the code I am getting the error "Initialisation failed due to Cholesky decomposition" and quadratic optimization fails to start.

--

################### qpOASES -- QP OPTIONS ##################

printLevel = PL_DEBUG_ITER

enableRamping = BT_FALSE enableFarBounds = BT_TRUE enableFlippingBounds = BT_FALSE enableRegularisation = BT_TRUE enableFullLITests = BT_FALSE enableNZCTests = BT_FALSE enableDriftCorrection = 0 enableCholeskyRefactorisation = 0 enableEqualities = BT_TRUE enableInertiaCorrection = BT_TRUE rcondSMin = 1.000000e-14

terminationTolerance = 2.221000e-07 boundTolerance = 2.221000e-10 boundRelaxation = 1.000000e+04 epsNum = -2.221000e-13 epsDen = 2.221000e-13 maxPrimalJump = 1.000000e+08 maxDualJump = 1.000000e+08

initialRamping = 5.000000e-01 finalRamping = 1.000000e+00 initialFarBounds = 1.000000e+06 growFarBounds = 1.000000e+03 initialStatusBounds = ST_INACTIVE epsFlipping = 2.221000e-13 numRegularisationSteps = 1 epsRegularisation = 6.864946e-04 numRefinementSteps = 0 epsIterRef = 2.221000e-14 epsLITests = 2.221000e-11 epsNZCTests = 6.663000e-13

objective value = 0 solution = 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 4 0 0 0 0 0 0 0 0 0 5 0 0 0 0 0 0 0 0 0 6 0 0 0 0 0 0 0 0 0 7 0 0 0 0 0 0 0 0 0 8 0 0 0 0 0 0 0 0 0 9 0 0 0 0 0 0 0 0 0

ERROR: Initialisation failed due to Cholesky decomposition ->ERROR: Initialisation failed! QP could not be solved!

[svigerske]

Attachment debug_A_P.txt by mertturanli created at 2020-01-12 20:20:24

P, A, A_lb, A_ub matrices and lower and upper bounds of state variable x

[mertturanli]

Problem solved.

The problem was construction of the matrix P. I changed the matrix structure to symmetric positive definite form, it worked.

Thank you.

[AeroTH310]

Shouldn't this issue get closed?