QProblem
QP solver with general linear constraints
QP solver with general linear constraints
Solves convex QPs with bounds and linear constraints:
Algorithm
Online Active Set Strategy:
- Start from a primal-dual feasible point
- Track active set (constraints at bounds)
- Update active set incrementally when parameters change Efficient for parametric QPs where data varies smoothly.
lb <= x <= ub (bounds)
Key methods:
- init(): First QP solve (cold start)
- hotstart(): Subsequent solves with modified data
Complexity: $O(n^{3})$ worst case per iteration, but typically much faster due to hot-starting and sparse updates.
See Also
- QProblemB for box-constrained QPs (no A matrix)
- SQProblem for varying Hessian
Source
Header file: `include/qpOASES/QProblem.hpp`