ValueError: matrix G is not positive definite
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andreamad8 commented
Thanks for your great work and for releasing these code.
I am having the same problem. As suggested I have done the following:
G = np.eye(t) + np.eye(t)*0.00001
But still, I am having the same error:
v = quadprog.solve_qp(P, q, G, h)[0] File "quadprog/quadprog.pyx", line 104, in quadprog.solve_qp ValueError: matrix G is not positive definite
Any suggestion?
lopezpaz commented
Please see this comment.