Online Active Set Strategy - works well for model

Other Algorithms 1 implementation

predictive control (MPC) where QPs are solved in sequence

Mathematical Formulation

lbx <= x <= ubx (bounds)

Key features:

  • Online active set strategy (efficient for parametric QPs)
  • Hot-starting from previous solutions
  • Handles dense and sparse problems
  • Real-time capable (bounded iteration counts)

Main classes:

  • QProblemB: QP with only box constraints (no A matrix)
  • QProblem: Full QP with linear constraints
  • SQProblem: Sequential QP with varying Hessian

Implementations

qpOASES

  • qpOASES.hpp - Main include file for qpOASES quadratic programming solver

qpOASES solves convex quadratic programs (QPs) of the form:

References

  • Ferreau et al. (2014). "qpOASES: A parametric active-set algorithm for quadratic programming". Math. Prog. Comp. 6(4):327-363.