Quadprog solver not following constraints

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Nathan Batta
Nathan Batta on 2 Sep 2020
Edited: Matt J on 14 Sep 2020
I am working on a project where I use quadprog to solve an optimization problem for a model predictive controller (MPC). I am trying to apply very simple bounds to the optimization problem but it does not seem to be working.
Here is a snippet of my code:
for i =1:2*iC
duf = quadprog(H,F,[],[],[],[],lb,ub);
The for loop ensures that lb and ub are the same size as duf. However, when I run the program, quadprog seems to simply ignore the constraints. Am I missing something simple? Thank you!
Matt J
Matt J on 14 Sep 2020
We need a description of what you actually see. What indications do you see that the bounds are not obeyed? How much larger is the violation than the ConstraintTolerance parameter? Also, please attach a .mat file containing H, F, lb, and ub so that we can run the optimization ourselves and try to reproduce your output.

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Answers (1)

Abdolkarim Mohammadi
Abdolkarim Mohammadi on 2 Sep 2020
Edited: Abdolkarim Mohammadi on 2 Sep 2020
Your bounds are the same for all of the variables, so they can be defined easier:
lb = -5e4 * ones(1,2*iC);
ub = 5e4 * ones(1,2*iC);
Nathan Batta
Nathan Batta on 3 Sep 2020
Yes. It didn't have any effect on the optimization

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