Dynamic Programming with quadratic objective:optimizer not available for overlapping quadratic problem

[X.Li]

Hello Johan,

I'm trying to implement a control problem steering a PWA system to small region around origin, which slightly differs from the demo given in DP example by employing quadratic objective function instead. However it fails to yield optimizer. I want to figure out where i was doing wrong and how to proceed. Could u please kindly check it? Thanks a lot.

[Johan Löfberg]

Works here, using gurobi and mpt 3.1

mpt_plcp: 2 regions

mpt_plcp: 2 regions

-> Generated 2 partitions.

Optimizer (5th output) not available for overlapping quadratic problems.

mpt_plcp: 5 regions

mpt_plcp: 3 regions

mpt_plcp: 5 regions

mpt_plcp: 4 regions

mpt_plcp: 5 regions

mpt_plcp: 4 regions

mpt_plcp: 5 regions

mpt_plcp: 3 regions

-> Generated 8 partitions.

Optimizer (5th output) not available for overlapping quadratic problems.

Function mpt_plotPWQ is obsolete and will be removed in a future MPT version.

Function mpt_plotPWQ is obsolete and will be removed in a future MPT version.

[X.Li]

Thx a lot for answering me, I'm still confused how could i somehow extract or obtain the optimizer, it shows the optimizer is not available.

[Johan Löfberg]

YALMIP cannot return an optimizer as there is no such solution. Instead, YALMIP has a list of overlapping optimizers, and you will have to work manually with the objects returned from mpt (sol)

[X.Li]

got it, thx a lot.