solved inaccurate problem

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michea...@gmail.com

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Aug 8, 2018, 8:19:46 AM8/8/18
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Hello, I was using OSQP to solve my QP problem, A weird problem occurred.
At first , I used the default settings to solved the problem, the output status was "solved inaccurate" and the optimal objective was "256385". Then I changed the max_iter from 4000 to 8000, the status was "solved", but the optimal objective became "288063". I didn't change anything else.
How is that even possible? shouldn't the objective corresponding to "solved status" smaller than the objective corresponding to "solved inaccurate status" as we are trying to minimize the objective of the problem.
I am really confused, please help me!
Below are the screen shots of the results in my code.

file:///home/micheal/Pictures/Selection_028.png
file:///home/micheal/Pictures/Selection_027.png

michea...@gmail.com

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Aug 8, 2018, 8:21:34 AM8/8/18
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sorry, I didn't find where to attach my pictures to the topic.

Bartolomeo Stellato

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Aug 8, 2018, 10:30:15 AM8/8/18
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The objective function is not strictly decreasing throughout the iterations. As the algorithm progresses, you get closer to the optimal point but your cost does not have to decrease in each iteration.

Also, it might be the case that the "solved inaccurate" point you get at first is not feasible and that your cost function becomes a bit worse in order to get an optimal feasible point.

You can paste your code output at pastebin.com or attach a file to the google forums email. It would be easier for us to check your problem if you could attach a minimal working example to test.

Bartolomeo
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michea...@gmail.com

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Aug 9, 2018, 11:32:10 PM8/9/18
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Thanks for reply.
I stilled don't know how to attach a file in the forum. So I send you an email with the code you can test with and more details about the problem I was facing.
Please check it when you are available.
Thank you!
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