QP solver: Convergence on linear objective without rho update
Poor convergence is observed for the QP problem where objective function is linear. The test case is given below.
template <typename _Scalar=double>
class _SimpleLP : public QP<1, 1, _Scalar>
{
public:
Eigen::Matrix<_Scalar, 1, 1> SOLUTION;
_SimpleLP()
{
this->P << 0;
this->q << 1;
this->A << 1;
this->l << -1e6;
this->u << 1e6;
this->SOLUTION << -1e6;
}
};