Interface for QP solvers#
This is the design document for the qp_interface
package.
Purpose / Use cases#
This packages provides a C++ interface for QP solvers. Currently, supported QP solvers are
Design#
The class QPInterface
takes a problem formulation as Eigen matrices and vectors, converts these objects into
C-style Compressed-Column-Sparse matrices and dynamic arrays, loads the data into the QP workspace dataholder, and runs the optimizer.
Inputs / Outputs / API#
The interface can be used in several ways:
-
Initialize the interface, and load the problem formulation at the optimization call.
QPInterface qp_interface; qp_interface.optimize(P, A, q, l, u);
-
WARM START OPTIMIZATION by modifying the problem formulation between optimization runs.
QPInterface qp_interface(true); qp_interface.optimize(P, A, q, l, u); qp_interface.optimize(P_new, A_new, q_new, l_new, u_new);
The optimization results are returned as a vector by the optimization function.
const auto solution = qp_interface.optimize(); double x_0 = solution[0]; double x_1 = solution[1];
References / External links#
- OSQP library: https://osqp.org/