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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:

  1. Initialize the interface, and load the problem formulation at the optimization call.

        QPInterface qp_interface;
    qp_interface.optimize(P, A, q, l, u);

  2. 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];