qpOASES

• Verfasst von: Ferreau, Hans Joachim [VerfasserIn]
• Verfasst von: Kirches, Christian [VerfasserIn]
• Verfasst von: Potschka, Andreas [VerfasserIn]
• Verfasst von: Bock, Hans Georg [VerfasserIn]
• Titel: qpOASES
• Titelzusatz: a parametric active-set algorithm for quadratic programming
• Verf.angabe: Hans Joachim Ferreau, Christian Kirches, Andreas Potschka, Hans Georg Bock, Moritz Diehl
• Umfang: 37 S.
• Fussnoten: Gesehen am 31.01.2018
• Titel Quelle: Enthalten in: Mathematical programming computation
• Jahr Quelle: 2014
• Band/Heft Quelle: 6(2014), 4, S. 327-363
• ISSN Quelle: 1867-2957
• DOI: doi:10.1007/s12532-014-0071-1
• Datenträger: Online-Ressource
• Sprache: eng
• K10plus-PPN: 1567945651

Abstract

Many practical applications lead to optimization problems that can either be stated as quadratic programming (QP) problems or require the solution of QP problems on a lower algorithmic level. One relatively recent approach to solve QP problems are parametric active-set methods that are based on tracing the solution along a linear homotopy between a QP problem with known solution and the QP problem to be solved. This approach seems to make them particularly suited for applications where a-priori information can be used to speed-up the QP solution or where high solution accuracy is required. In this paper we describe the open-source C++ software package qpOASES, which implements a parametric active-set method in a reliable and efficient way. Numerical tests show that qpOASES can outperform other popular academic and commercial QP solvers on small- to medium-scale convex test examples of the Maros-Mészáros QP collection. Moreover, various interfaces to third-party software packages make it easy to use, even on embedded computer hardware. Finally, we describe how qpOASES can be used to compute critical points of nonconvex QP problems.