Solve unconstrained optimization problems about osqp-eigen

[S-Dafarra]

In any case, I think that it does not make sense to require the constraint matrix to be set if there are no constraints. If something else breaks, we shall fix it as well 😁

Could you add the unconstrained problem as a test case?

[GiulioRomualdi]

Related issue osqp/osqp#295

[S-Dafarra]

Just to understand, what is the output if you add no constraints at all?

[GiulioRomualdi]

Just to understand, what is the output if you add no constraints at all?

[OsqpEigen::Solver::initSolver] Some data are not set.

[S-Dafarra]

Ok this sounds like a logical problem then. That should be easy to solve then.

osqp-eigen/src/Data.cpp

Lines 88 to 97 in 9b00910

	bool OsqpEigen::Data::isSet() const
	{
	return m_isNumberOfVariablesSet &&
	m_isNumberOfConstraintsSet &&
	m_isHessianMatrixSet &&
	m_isGradientSet &&
	m_isLinearConstraintsMatrixSet &&
	m_isLowerBoundSet &&
	m_isUpperBoundSet;
	}

should become

    return m_isNumberOfVariablesSet &&
        m_isNumberOfConstraintsSet &&
        m_isHessianMatrixSet &&
        m_isGradientSet &&
        (m_data->m ==0 || m_isLinearConstraintsMatrixSet ) &&
        m_isLowerBoundSet &&
        m_isUpperBoundSet;

right?

[GiulioRomualdi]

I don't know if it's so simple (We should investigate the side effects)

[GiulioRomualdi]

I think that it does not make sense to require the constraint matrix to be set if there are no constraints

I agree

[S-Dafarra]

Related issue oxfordcontrol/osqp#295

Ah, nice! So if it is also a limitation of osqp, the solution you proposed in the OP seems the way to go then.