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allow eps_rel = 0? #40

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mlubin opened this issue Jan 22, 2018 · 3 comments
Closed

allow eps_rel = 0? #40

mlubin opened this issue Jan 22, 2018 · 3 comments

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@mlubin
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mlubin commented Jan 22, 2018

OSQP currently enforces that eps_rel be positive:
https://github.com/oxfordcontrol/osqp/blob/515ceba7c72c47ea73f01b136cb729d62ae27dc0/src/auxil.c#L887-L890

Is there a reason to not allow eps_abs positive and eps_rel zero? Many other QP solvers allow you to enforce an absolute tolerance on constraints, so setting eps_rel to zero would help when comparing OSQP to these solvers. Of course, it's possible to set it to an extremely tiny value, but you shouldn't need to do this.

@bstellato
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You are right, there is not an explicit reason. I have updated it here b53d590

@mlubin
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mlubin commented Jan 23, 2018

Thanks! You may want to add a check that at least one of eps_abs and eps_rel is positive.

@bstellato
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Thanks for the tip. It should be added in the develop branch now.

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