I would like to update the matrices P and A using OSQP in Matlab and the Simulink s-function. After reading the documentation I don’t understand how to choose the index vectors Px_idx and Ax_idx. I tried around with different ideas of how these could be chosen but I always get errors. Can you give me an example?
E.g. for a matrix A=[1 0 0; 2 1 0; 0 3 1] where I want to change the elements ‘2’ and ‘3’ next to the diagonal?