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Introducing the quadratically-constrained quadratic programming framework in HPIPM - MaRDI portal

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Introducing the quadratically-constrained quadratic programming framework in HPIPM

From MaRDI portal
Publication:6386426

arXiv2112.11872MaRDI QIDQ6386426

Author name not available (Why is that?)

Publication date: 22 December 2021

Abstract: This paper introduces the quadratically-constrained quadratic programming (QCQP) framework recently added in HPIPM alongside the original quadratic-programming (QP) framework. The aim of the new framework is unchanged, namely providing the building blocks to efficiently and reliably solve (more general classes of) optimal control problems (OCP). The newly introduced QCQP framework provides full features parity with the original QP framework: three types of QCQPs (dense, optimal control and tree-structured optimal control QCQPs) and interior point method (IPM) solvers as well as (partial) condensing and other pre-processing routines. Leveraging the modular structure of HPIPM, the new QCQP framework builds on the QP building blocks and similarly provides fast and reliable IPM solvers.




Has companion code repository: https://github.com/giaf/hpipm








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