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liuq / QuadProgpp

A C++ library for Quadratic Programming which implements the Goldfarb-Idnani active-set dual method.
MIT License
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wrong value and Cholesky decomposition #15

Closed smart-duoduopi closed 5 years ago

smart-duoduopi commented 5 years ago

I did some tests about the solver and found out that the accuracy of the solution is low .What is more, because of Cholesky decomposition, a lot of quadprog problem can not be solved. Maybe it is only useful for symmetrical positive determined matrix problem.

liuq commented 5 years ago

It seems you didn’t read Goldfarb and Idnani paper about the hypothesis behind the algorithm. Indeed it works only for Definite Quadratic Programming problems.

On 3 settembre 2019 a 09:28:03, Jiaxin Gao (notifications@github.com) scritto:

I did some tests about the solver and found out that the accuracy of the solution is low .What is more, because of Cholesky decomposition, a lot of quadprog problem can not be solved. Maybe it is only useful for symmetrical positive determined matrix problem.

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smart-duoduopi commented 5 years ago

thanks for your reply