G. Banjac, B. Stellato, N. Moehle, P. J. Goulart, A. Bemporad and S. Boyd
in IEEE Conference on Decision and Control, Melbourne, Australia, pp. 1906-1911, December 2017.
@inproceedings{GBan:2017,
author = {G. Banjac and B. Stellato and N. Moehle and P. J. Goulart and A. Bemporad and S. Boyd},
title = {Embedded Code Generation Using the OSQP Solver},
booktitle = {IEEE Conference on Decision and Control},
year = {2017},
pages = {1906-1911}
}
We introduce a code generation software package that accepts a parametric description of a quadratic program (QP) as input and generates tailored C code that compiles into a fast and reliable optimization solver for the QP that can run on embedded platforms. The generated code is based on OSQP, a novel open-source operator splitting solver for quadratic programming. Our software supports matrix factorization caching and warm starting, and allows updates of the problem parameters during runtime. The generated C code is library-free and has a very small compiled footprint. Examples arising in real-world applications show that the generated code outperforms state-of-the-art embedded and desktop QP solvers.