MPT dealing with problem.

[Hussein Mazeh]

Dear Mr. John,

Thank you for this effort.

I am a phd student and I have been using mpt from about two years. Also I wrote two papers and cited your libraries, it was great. My domain is control engineering.

Previously I worked on a multi parametric programming problem using mpt and I had good results. I tested these results experimentally and were fine.

My problem was:

kf=3*10^-5;

kt=3*10^-7;

L=0.23;

B=[ 1           1        1              1              1            1             

   -L/2        -L       -L/2            L/2            L            L/2   

   L*sqrt(3)/2  0       -L*sqrt(3)/2   -L*sqrt(3)/2    0            L*sqrt(3)/2  

    kt/kf       kt/kf   -kt/kf          kt/kf         -kt/kf         -kt/kf        ]

v=sdpvar(4,1);

u=sdpvar(6,1);

gamma1=sdpvar(1,1);

gamma2=sdpvar(1,1);

gamma3=sdpvar(1,1);

gamma4=sdpvar(1,1);

gamma5=sdpvar(1,1);

gamma6=sdpvar(1,1);

a=[v;gamma1;gamma2;gamma3;gamma4;gamma5;gamma6];

Qu=1*eye(6,6);

obj=(0.5).*u'*Qu*u;

ops = sdpsettings('solver','mpt','debug',1);

F=[B*u==v,1>=gamma1,1>=gamma2,1>=gamma3,1>=gamma4,1>=gamma5,1>=gamma6,gamma1>=0,gamma2>=0,gamma3>=0,gamma4>=0,gamma5>=0,gamma6>=0,u(1)>=0,u(2)>=0,u(3)>=0,u(4)>=0,u(5)>=0,u(6)>=0,gamma1*9.5>=u(1),gamma2*9.5>=u(2),gamma3*9.5>=u(3),gamma4*9.5>=u(4),gamma5*9.5>=u(5),gamma6*9.5>=u(6)];

[sol,diagnostics,aux,Valuefunction,Optimizer] = solvemp(F,obj,ops,a,u)

assign(a,[16;0;0;0;1;1;1;1;1;1]);

value(Optimizer)

Recently, I formatted my PC, and installed the new MPT3 from the official site https://www.mpt3.org/Main/Installation. When I run the script above I received the following message:

Error using quadprog (line 403)

Option Algorithm = 'trust-region-reflective' but this algorithm does not solve problems with

the constraints you have specified. Run a different algorithm by setting the Algorithm

option. For information on applicable algorithms, see Choosing the Algorithm in the

documentation.

I am confused:

The script was working before!!!

I tried " Edit the file “mpt_solvers_options.m” and look for the following lines: 

        options.quadprog.Algorithm = 'trust-region-reflective’; 
        %options.quadprog.Algorithm = 'interior-point-convex’; 

Try to comment out the first one and uncomment the second one" from your previous forums and it did not work.

My matlab is 2017b and is doing great with my other work.

please help

Regards

[Johan Löfberg]

sounds like you have multiple versions of quadprog in your path. hence check "which quadprog -all"

[Hussein Mazeh]

hello and thanks for fast response 

i tried "which quadprog -all", then i received:

C:\Program Files\MATLAB\R2017b\toolbox\optim\optim\quadprog.m

any suggestions please

regards

[Johan Löfberg]

MPTOPTIONS = mptopt;MPTOPTIONS.modules.solvers.quadprog.Algorithm = 'interior-point-convex';

appears to work, but mpt still crashes on other place due to failure in QP solve. I would recommend you to install better QP solver (gurobi/mosek/cplex) or at least enable the lcp module from tbxmanager

[Hussein Mazeh]

Thanks again
I tried enabling lcp from tlbxmanager but the problem remained. My question is that same script was working previously?
Please help
Regards

[Johan Löfberg]

i think you have to run mpt_init again to select qp solver and/or simply restart matlab

best though is to install a better qp solver

[Hussein Mazeh]

Thanks prof.
It was solved using "mosek" perfectly.
Regards