DAQP is a dual active-set solver that solves convex quadratic programs of the form
minimize 0.5 x' H x + f' x
subject to l <= x <= u
bl <= Ax <= bu.
Binary constraints of the form
The code is written in C and is library free. DAQP can be interfaced to C, Julia, MATLAB, and Python.
] add DAQP
websave('install_daqp','https://raw.githubusercontent.com/darnstrom/daqp/master/interfaces/daqp-matlab/install_daqp.m')
install_daqp
pip install daqp
See the Documentation for more detailed installation instructions and basic use of the interfaces.
@article{arnstrom2022dual,
author={Arnström, Daniel and Bemporad, Alberto and Axehill, Daniel},
journal={IEEE Transactions on Automatic Control},
title={A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive {LDL}$^{T}$ Updates},
year={2022},
volume={67},
number={8},
pages={4362-4369},
doi={10.1109/TAC.2022.3176430}
}