getting wrong result

[MichealYu567]

some times i get the wrong result with quadprog++. to be specific, the result doesn't satisfy the inequality constraints.

through debug, i found that the reason may be as bellows: the checking code(line 246-250):

if (fabs(psi) <= m * std::numeric_limits::epsilon() * c1 * c2* 100.0) { /* numerically there are not infeasibilities anymore */ return f_value; }

when I got a matrix G whose c1c2 is very large, after add equality constraints, first run to the checking code, psi = -70, as c1c2 is very large, it directly returns the f_value. but the result doesn't satisfy the inequality constraints.

My question is why use "m * std::numeric_limits::epsilon() * c1 * c2* 100.0" as the threshold, instead of "m * std::numeric_limits::epsilon()". In fact, we just want to check whether CI[i]*X < 0 or not.

i add my data here, in case you want to debug it. input data.zip

[AlanSixth]

I think I have run into the same problem here where the solver returns an incorrect solution that disregards inequality constraints when there are equality constraints. Not sure what caused it.

[alp66alp66]

I am having the same problem, the solution doesn't respect the inequality constraints. Anyone solved this bug?