Non-converging QP

[mkatliar]

C code to reproduce the problem: failed_qp.c.zip
test_qp.c.zip

hpmpc returns code 2.

[mkatliar]

The original QP has terminal equality constraints of a form x[7]..x[12] == 0. If this constraint is relaxed, the solver converges and return code is 0. The relaxed version of the problem: https://github.com/mkotlyar/hpmpc/blob/master/test/data/test_qp/qp0012_relaxed.c

Is hpmpc meant to deal with equality constraints? If no, I suggest to add argument checking, and return an error if lb < ub and lbg < ubg are not satisfied.

[giaf]

In the HPMPC IPM equality constraints are handled as inequality constraints at the moment: this usually works but it makes the problem harder for the IPM, that sometimes may fail to converge.