qpmad
Eigen-based C++ QP solver.
Demo
/**
@file
@author Alexander Sherikov
@copyright 2019 Alexander Sherikov. Licensed under the Apache License,
Version 2.0. (see LICENSE or http://www.apache.org/licenses/LICENSE-2.0)
@brief
*/
#include <
qpmad/solver.h
>
int
main
()
{
Eigen::VectorXd x;
Eigen::MatrixXd H;
Eigen::VectorXd h;
Eigen::MatrixXd A;
Eigen::VectorXd Alb;
Eigen::VectorXd Aub;
Eigen::VectorXd lb;
Eigen::VectorXd ub;
qpmad::MatrixIndex
size = 20;
qpmad::MatrixIndex
num_ctr = 1;
H.setIdentity(size, size);
h.setOnes(size);
A.resize(num_ctr, size);
A.setOnes();
Alb.resize(num_ctr);
Aub.resize(num_ctr);
Alb << -1.5;
Aub << 1.5;
lb.resize(size);
ub.resize(size);
lb << 1, 2, 3, 4, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5;
ub << 1, 2, 3, 4, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5;
qpmad::Solver
solver;
qpmad::Solver::ReturnStatus
status = solver.
solve
(x, H, h, lb, ub, A, Alb, Aub);
return
(0);
}
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