vendredi 8 juillet 2016

What C++ Library for constrained quadratic optimization is appropriate for implementing a state-space Model Predicitve Controller?


I'm used to Matlab's/Octave's quadprog, which is fast and accurate. However I still couldn't find an appropriate C++ library to do the same. I tried Ipopt but later then I discovered that it is issued for large-scale optimization problems, so it's not made for less-than-1-second timescales.

My benchmarks are the following ones:

  • Sampling time of 0.1 seconds
  • 30 up to 100 optimization variables (depends on the horizon)
  • 10 to 25 constraints of the type u(1) + u(2) <= 120, so I'm not interested in box-constraints

Thanks!


Aucun commentaire:

Enregistrer un commentaire