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Debug active vs full KKT backward pass #6

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bamos opened this issue Aug 22, 2019 · 1 comment
Open

Debug active vs full KKT backward pass #6

bamos opened this issue Aug 22, 2019 · 1 comment

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@bamos
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bamos commented Aug 22, 2019

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@bamos bamos mentioned this issue Aug 22, 2019
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@bstellato
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I am still not sure why it happens but the LSQR approach you summarized here #5 (comment) is quite interesting.

The wrong active set selection can be a problem also when we perform polishing to get high accuracy solutions (see Section 4 of the OSQP paper). I wonder if something similar to your LSQR step could be applied to the polishing phase to find a search direction for the high accuracy solution.

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@bamos @bstellato