osqp
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Is it normal to slightly exceed the boundary value?
Although with the non-negtive constrain,the solution of osqp is still have some negtive values, the range of them is about -10^(-2) to 0; Is this phenomeno normal? Thanks
Yes. It will only satisfy constraints to within the termination criteria you set for the solver. This means that when the solver stops you may well have small constraint violations still.
Would it not make sense to clip the returned coefficient estimates within the requested constraints?
It would perhaps make sense to do that if the constraints were all simple upper/lower bounds, but it's not clear what should be done in the general case that a constraint is l \le Ax \le u
. We don't make any special check for the former condition, so just return whatever we get.
same question! how to aovid the situation?