Can't solve a convex problem

Mathematical Modeling
1

Hello!

I have a problem with OSQP. I set up a problem with this vectors for the P matrix:

c_float P_x[6] = {48, 30, 5, 50, 7, 20,};
c_int P_nnz = 6;
c_int P_i[6] = {0, 0, 0, 1, 1, 2,};
c_int P_p[4] = {0, 1, 2, 6,};

My P matrix equals to: [48 30 5]
[30 50 7]
[ 5 7 20]

But I got this output:

ERROR in LDL_factor: Error in KKT matrix LDL factorization when computing the nonzero elements. The problem seems to be non-convex
ERROR in osqp_setup: KKT matrix factorization.
The problem seems to be non-convex.

But I don’t understand, my problem should be convex, I have checked determinants and eigenvalues, solved the same problem in MATLAB with quadprog, so it should be OK but it isn’t.

Any idea why I’m having this trouble?

Thank you

2

You should construct vectors P_x, P_i and P_p so that they match the upper-triangular part of matrix P in CSC format. In other words, you should define them as:

P_x[6] = {48, 30, 50, 5, 7, 20};
P_i[6] = {0, 0, 1, 0, 1, 2};
P_p[4] = {0, 1, 3, 6};