added: support box constraints in MovingHorizonEstimator #389
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Benchmark Results (Julia v1)Time benchmarks
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Following #379, this PR introduces similar changes to the
MovingHorizonEstimator. These constraints:are treated as box constraints. Note that if there is a nonzero value in the associated softness parameters$\mathbf{c_{(\bullet)}}$ it is no longer a box constraint and the associated bound is treated as a linear inequality constraint, like before.
The new default
optimargument forMovingHorizonEstimatorforLinModelisJuMP.Model(OSQP.MathOptInterfaceOSQP.Optimizer, add_bridges=true). It should not affect the performances since JuMP will automatically convert them as linear equality constraints, as it was the case before this PR.Warning
Constructing
MovingHorizonEstimatorwithoptim=JuMP.Model(OSQP.MathOptInterfaceOSQP.Optimizer, add_bridges=false)will now throw an error. Please useadd_bridges=true(it should not affect performances).Let's see the benchmarks.