Correction of update status PROXQP_SOLVED_CLOSEST_FEASIBLE in dense backend #432
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fabinsch
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great work @Lucas-Haubert !
jorisv
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Nov 24, 2025
…OSEST_PRIMAL_FEASIBLE
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This PR solves the unit test
ProxQP::dense: test primal infeasibility solvingwith Eigen5.In particular, the update of the
PROXQP_SOLVED_CLOSEST_FEASIBLEstatus was not followed by abreak, making the outer loop keep going until max iteration.In that case, the unit test was passing, by chance, with Eigen3, but no longer with Eigen5 (due to a little difference in the number of iterations between the two versions).
Pros of the PR:
PROXQP_SOLVED_CLOSEST_FEASIBLEstatus logic,qp.settings.primal_infeasibility_solving = true;, we reduce the computation time (up to a factor 1000, for example whenqp.settings.max_iter = 10000and the problem is solved withqp.results.info.iter_ext = 10). Also, the solution is exact (in terms ofqp.results.info.pri_resandqp.results.info.dua_res).