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This repository was archived by the owner on Nov 19, 2020. It is now read-only.
This repository was archived by the owner on Nov 19, 2020. It is now read-only.

GoldfarbIdnaniStatus is Success even when Solution violates constraints #631

@JulienEd

Description

@JulienEd

I am using the GoldfarbIdnani class to solve a QP problem with linear inequality constraints. However when there is no feasible solution the GoldfarbIdnani class function still provides a solution and has the status Success even though the solution clearly violates the constraints by more than the tolerance.

I used a "brute-force" optimizer which simply checks every possible combination of binding inequality constraints to check that there is no feasible solution.

Attached are the input values I used when calling Minimize().

QP_input.zip

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