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OSQP.update and scaling error #119

@3kwa

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@3kwa

Using DPP, on model.update https://github.com/osqp/osqp-python/blob/v0.6.3/src/osqp/interface.py#L39 if l is unchanged and u has changed we call update_upper_bound but as (what I think is) a consequence of scaling (since when I set it to 0 the error disappears) in doing so at the C level the check that all(l_cached < u_updated) does not hold.

File /opt/homebrew/Caskroom/miniforge/base/envs/hack/lib/python3.10/site-packages/cvxpy/reductions/solvers/qp_solvers/osqp_qpif.py:95, in OSQP.solve_via_data(self, data, warm_start, verbose, solver_opts, solver_cache)
     92     factorizing = True
     94 if new_args:
---> 95     solver.update(**new_args)
     96 # Map OSQP statuses back to CVXPY statuses
     97 status = self.STATUS_MAP.get(results.info.status_val, s.SOLVER_ERROR)

File /opt/homebrew/Caskroom/miniforge/base/envs/hack/lib/python3.10/site-packages/osqp/interface.py:92, in OSQP.update(self, q, l, u, Px, Px_idx, Ax, Ax_idx)
     90 # update upper bound
     91 if u is not None and l is None:
---> 92     self._model.update_upper_bound(u)
     94 # update bounds
     95 if l is not None and u is not None:

ValueError: Upper bound update error!

Raising it closer to the metal first ... the corresponding issue on the CVXPY front cvxpy/cvxpy#2235

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