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debug: setconstraint! for MHE and softness parameters now work#387

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franckgaga wants to merge 3 commits into
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debug_mhe_setconstraint
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debug: setconstraint! for MHE and softness parameters now work#387
franckgaga wants to merge 3 commits into
mainfrom
debug_mhe_setconstraint

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@franckgaga

@franckgaga franckgaga commented Jun 23, 2026

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Setting the softness parameters $\mathbf{c_{(\bullet)}}$ was not working at all for the MovingHorizonEstimator in the case of linear inequality constraints. The slack variable $\varepsilon$ is a the beginning of the decision vector for the MHE, so the weights is the first column of the $\mathbf{A}$ matrices for the inequality constraints.

I will add new constraint violation tests to verify this more rigorously.

It was not working at all in the case of linear inequality constraints. I will add constraint violation test to verify this more rigorously.
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