What are the requirements to the Hessian supplied as part of the external cost function, e.g. https://github.com/acados/acados/blob/master/examples/c/no_interface_examples/mass_spring_nmpc_example.c#L158-L262
I am currently experimenting with some external costs for a simple kinematic bicycle model and I am struggling with convergence.
I keep running into QP errors such as MIN STEP or MAXIMUM ITERATIONS.
Sometimes it help to set the regularization mode to
project instead of
Can you shed some light on this? What are the requirements to the supplied Hessian? Is it likely to be the Hessian causing the observed QP errors if it is not smooth although it is continuously defined for all values in a small neighborhood?
Is it possible to avoid providing the Hessian and instead approximate it with BFGS?