Fixed bug with dual solution warm-starting with Ruiz scaling and cost…

… function normalization
osqp · Oct 10, 2017 · 5213cdc · 5213cdc
1 parent 2ecac1c
commit 5213cdc
Showing 1 changed file with 2 additions and 0 deletions.
diff --git a/src/osqp.c b/src/osqp.c
@@ -653,6 +653,7 @@ c_int osqp_warm_start(OSQPWorkspace * work, c_float * x, c_float * y){
     if (work->settings->scaling){
 	    vec_ew_prod(work->scaling->Dinv, work->x, work->x, work->data->n);
 	    vec_ew_prod(work->scaling->Einv, work->y, work->y, work->data->m);
+            vec_mult_scalar(work->y, work->scaling->c, work->data->m);
     }
 
     // Compute Ax = z and store it in z
@@ -697,6 +698,7 @@ c_int osqp_warm_start_y(OSQPWorkspace * work, c_float * y){
     // Scale iterate
     if (work->settings->scaling){
 	    vec_ew_prod(work->scaling->Einv, work->y, work->y, work->data->m);
+            vec_mult_scalar(work->y, work->scaling->c, work->data->m);
     }
 
     // Cold start x and z