Hi,

I have gone through the similar discussions about the rho setting.

I am working with some problem containing 3000 constraints and 500 variables. I am randomly generating one subproblem and then using the result of this subproblem to warm start the whole problem.

My osqp serup is
adaptive-rho-interval =10
Adaptive-rho-tolerance=1
Scaling = True
and I tried the rho values for 0.1, 0.01, 0.001, 0.0001, 0.00001. Other parameters are default.

smaller rho values are giving more correct results.

Could you please help me saying what could happen and what can I interpret from this rho setting?

To my understanding smaller rho values focuses on minimizing the objective funtion and larger rho values focuses on satisfying the constraints. but in my case smaller rho is giving more correct results