daqp0.6.0
daqp0.6.0
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DAQP: A dual active-set QP solver
pip install daqp
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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.
See Documentation for an installation guide 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}
}