remove regularization in OSQP solver but make sure that diagonal entries are always created

NSolver/OSQPSolver.cc

@@ -34,14 +34,13 @@ namespace
 
 using ContraintVector = OSQPSolver::ContraintVector;
 
-void regularize_hessian(NProblemInterface::SMatrixNP& _H)
+void regularize_hessian(NProblemInterface::SMatrixNP& _H, const double _reg_factor = 1e-8)
 {
   NProblemInterface::SMatrixNP id;
   id.resize(_H.rows(), _H.cols());
   id.setIdentity();
-  double reg_factor = 1e-8;
   auto diag = _H.diagonal();
-  _H = _H + reg_factor * diag.sum() / diag.rows() * id; // perturbation?!
+  _H = _H + _reg_factor * diag.sum() / diag.rows() * id; // perturbation?!
 }
 
 NProblemInterface::SMatrixNP get_hessian(NProblemInterface* _problem)
@@ -49,7 +48,7 @@ NProblemInterface::SMatrixNP get_hessian(NProblemInterface* _problem)
   std::vector<double> zero(_problem->n_unknowns(), 0);
   NProblemInterface::SMatrixNP H;
   _problem->eval_hessian(zero.data(), H);
-  regularize_hessian(H); // TODO: some docs why this is needed?
+  regularize_hessian(H, 0.0); // make sure that diagonal entries are created!
   return H;
 }