DAQP

DAQP is a dual active-set solver that solves convex quadratic programs of the form

minimize 0.5 x' H x + f' x
subject to l <= x <= u
bl <= Ax <= bu.

Binary constraints of the form $A x \in \lbrace b_l, b_u \rbrace$ are also supported, allowing for mixed-integer quadratic programs to be solved.

The code is written in C and is library free. DAQP can be interfaced to C, Julia, MATLAB, and Python.

Quick installation

Julia

] add DAQP

MATLAB

websave('install_daqp','https://raw.githubusercontent.com/darnstrom/daqp/master/interfaces/daqp-matlab/install_daqp.m')
install_daqp

Python

pip install daqp

Details

See the Documentation for more detailed installation instructions and basic use of the interfaces.

Citing DAQP

@article{arnstrom2022dual,
author={Arnström, Daniel and Bemporad, Alberto and Axehill, Daniel},
journal={IEEE Transactions on Automatic Control},
title={A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive {LDL}$^{T}$ Updates},
year={2022},
volume={67},
number={8},
pages={4362-4369},
doi={10.1109/TAC.2022.3176430}
}