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Bug: PSD check for maximization quadratic programs fails #736

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odow opened this issue Feb 14, 2022 · 1 comment · Fixed by #737
Closed

Bug: PSD check for maximization quadratic programs fails #736

odow opened this issue Feb 14, 2022 · 1 comment · Fixed by #737

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@odow
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odow commented Feb 14, 2022

When calling passHessian, HiGHS does not take the objective sense into account when computing semi definiteness:

julia> highs = Highs_create()
Ptr{Nothing} @0x00007fea23874400

julia> Highs_addCol(highs, 0.0, 0.0, Inf, 0, C_NULL, C_NULL)
0

julia> Highs_changeObjectiveSense(highs, -1)
0

julia> Highs_passHessian(
           highs,
           1,
           1,
           1, # kTriangular
           Cint[0],
           Cint[0],
           Cdouble[-2.0],
       )
ERROR:   Hessian has 1 diagonal entries in [-2, 0) so is not positive semidefinite
-1
@feldmeier
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Thanks for flagging this up!

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