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Sign of dual multipliers in quadprog wrapper #4

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stephane-caron opened this issue Dec 14, 2022 · 0 comments
Open

Sign of dual multipliers in quadprog wrapper #4

stephane-caron opened this issue Dec 14, 2022 · 0 comments

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@stephane-caron
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There is an inconsistency in the quadprog wrapper when unwrapping dual multipliers:

if (meq>0 and n_in==0):
y_sol = -y
if (meq>0 and n_in>0):
y_sol[eq_ids] = y[:meq]

That is, y_sol[eq_ids] is taken as -y when there is no inequality but +y when there are some.

I think +y is the correct conversion in this context, but to be checked.

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