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I have been trying to obtain the optimal estimate of the rho parameter from the solver but ran into the following issue. The field info.rho_estimate from the result of OSQP.solve!(...) does not match the value reported in the solver log.
I have created this minimal gist, where I solve the AUG3D instance from the Maros-Meszaros dataset. The solver log is as follows:
-----------------------------------------------------------------
OSQP v0.6.2 - Operator Splitting QP Solver
(c) Bartolomeo Stellato, Goran Banjac
University of Oxford - Stanford University 2021
-----------------------------------------------------------------
problem: variables n = 3873, constraints m = 1000
nnz(P) + nnz(A) = 9219
settings: linear system solver = qdldl,
eps_abs = 1.0e-03, eps_rel = 1.0e-03,
eps_prim_inf = 1.0e-04, eps_dual_inf = 1.0e-04,
rho = 1.00e-01 (adaptive),
sigma = 1.00e-06, alpha = 1.60, max_iter = 4000
check_termination: on (interval 25),
scaling: on, scaled_termination: off
warm start: on, polish: off, time_limit: off
iter objective pri res dua res rho time
1 -4.2768e+02 1.00e+00 1.48e+02 1.00e-01 4.07e-03s
25 4.3955e+02 3.08e-04 7.00e-04 1.00e-01 6.36e-03s
status: solved
number of iterations: 25
optimal objective: 439.5500
run time: 6.41e-03s
optimal rho estimate: 1.37e-01
However, when I do println(result.info.rho_estimate), the value is either something really close to zero (or sometimes NaN).
I'm running Julia v1.6.1 on 64-bit Linux. Any help is appreciated. Thanks!
The text was updated successfully, but these errors were encountered:
Hello,
I have been trying to obtain the optimal estimate of the
rho
parameter from the solver but ran into the following issue. The fieldinfo.rho_estimate
from the result ofOSQP.solve!(...)
does not match the value reported in the solver log.I have created this minimal gist, where I solve the
AUG3D
instance from the Maros-Meszaros dataset. The solver log is as follows:However, when I do
println(result.info.rho_estimate)
, the value is either something really close to zero (or sometimesNaN
).I'm running Julia v1.6.1 on 64-bit Linux. Any help is appreciated. Thanks!
The text was updated successfully, but these errors were encountered: