MATLAB: Quadprog different output for R2020a and R2017a
bugquadprog
Hello,
If I run quadprog minimization function I get completely different results on R2020a and R2017a. It seems that the output on the lattest release is wrong. Did something changed? Is it a bug you are aware of?
Kind regards
Best Answer
There is an option called 'LinearSolver'. It can be dense or sparse. I set it to sparse and it converged quickly.
This problem is solvable but be careful with the condition number of the H matrix. i.e. cond(H). The higher the condition number, the more ill-conditioned the problem. ill-condition problems are harder to solve. With the generic cost: J = 1/2*x'*H*x+f'*x. Small pertubations to f will cause large changes to the solution, x.
Best Answer