Eigen wrapper class of osqp. The class wraps the c-library osqp for Eigen matrix. It accepts both dense and sparse matrix. To compute a QP, just set the number of variables and solve. More...

#include <eigen-osqp/OSQP.h>

Public Member Functions
	OSQP ()
	Default constructor. More...

	~OSQP () noexcept=default
	Default destructor. More...

void	admmStepRho (c_float rho) noexcept
	ADMM step rho. Default is 0.1. More...

c_float	admmStepRho () const noexcept

void	admmStepSigma (c_float sigma) noexcept
	ADMM step sigma. Default is 1e-6. More...

c_float	admmStepSigma () const noexcept

void	scalingIter (c_int scaling) noexcept
	Heuristic data scaling iterations. If 0, scaling disabled. Default is 10. More...

c_int	scalingIter () const noexcept

void	maxIter (c_int maxIter) noexcept
	Maximum number of iteration. Default is 4000. More...

c_int	maxIter () const noexcept

void	absConvergenceTol (c_float tol) noexcept
	Absolute convergence tolerance. Default is 1e-3. More...

c_float	absConvergenceTol () const noexcept

void	relConvergenceTol (c_float tol) noexcept
	Relative convergence tolerance. Default is 1e-3. More...

c_float	relConvergenceTol () const noexcept

void	primalInfeasibilityTol (c_float tol) noexcept
	Primal infeasibility tolerance. Default is 1e-4. More...

c_float	primalInfeasibilityTol () const noexcept

void	dualInfeasibilityTol (c_float tol) noexcept
	Dual infeasibility tolerance. Default is 1e-4. More...

c_float	dualInfeasibilityTol () const noexcept

void	relaxationParam (c_float alpha) noexcept
	Relaxation parameter. Default is 1.6. More...

c_float	relaxationParam () const noexcept

void	linearSystemSolver (linsys_solver_type solver) noexcept
	Linear solver. Default is QDLDL_SOLVER. More...

linsys_solver_type	linearSystemSolver () const noexcept

void	scaleTermination (bool doScaleTermination) noexcept
	Use scale termination criteria. Default is false. More...

bool	scaleTermination () const noexcept

void	checkTermination (c_int checkValue) noexcept
	check termination interval. If 0, termination checking is disabled. Default is 25. More...

c_int	checkTermination () const noexcept

void	warmStart (bool ws) noexcept
	Warm start. Default is true. More...

bool	warmStart () const noexcept

void	polish (bool doPolish) noexcept
	Polish ADMM solution. More...

bool	polish () const noexcept

void	polishDelta (c_float delta) noexcept
	Regularization parameter for polish. More...

c_float	polishDelta () const noexcept

void	polishRefineIter (c_int iter) noexcept
	Iterative refinement steps in polish. More...

c_int	polishRefineIter () const noexcept

void	verbose (bool doPrint) noexcept
	Write osqp progress. More...

bool	verbose () const noexcept

void	problem (int nrVar, int nrConstr)
	Set up the problem parameters. More...

const VectorDense &	result () const noexcept
	Return the qp result. More...

template<typename TQ , typename TA >
bool	solve (const TQ &Q, const VectorConstRef &c, const TA &A, const VectorConstRef &AL, const VectorConstRef &AU, const VectorConstRef &XL, const VectorConstRef &XU)
	Solve the given problem. The function problem(int, int) needs to be called before calling this function. More...

template<typename TQ , typename TA >
bool	solve (const TQ &Q, const VectorConstRef &c, const TA &A, const VectorConstRef &AL, const VectorConstRef &AU)
	Solve the given problem. The function problem(int, int) needs to be called before calling this function. More...

template<typename TQ >
bool	solve (const TQ &Q, const VectorConstRef &c)
	Solve unconstrained problem. The function problem(int, int) needs to be called before calling this function. More...

c_int	iter () const noexcept
	Get number of iterations taken. More...

void	inform (std::ostream &os) const noexcept
	Print solver status. More...

c_int	status () const noexcept
	Get solver status. More...

c_float	costResult () const noexcept
	Get cost result. More...

c_float	primalResidualNorm () const noexcept
	Get norm of primal residual. More...

c_float	dualResidualNorm () const noexcept
	Get norm of dual residual. More...

Detailed Description

Eigen wrapper class of osqp. The class wraps the c-library osqp for Eigen matrix. It accepts both dense and sparse matrix. To compute a QP, just set the number of variables and solve.

Note: Dense matrix are converted to an osqp sparse representation. All zeros in it won't be deleted away.

Constructor & Destructor Documentation

◆ OSQP()

Eigen::OSQP::OSQP ( )

Default constructor.

◆ ~OSQP()

Eigen::OSQP::~OSQP ( )

defaultnoexcept

Default destructor.

Member Function Documentation

◆ absConvergenceTol() [1/2]

void Eigen::OSQP::absConvergenceTol ( c_float tol )

inlinenoexcept

Absolute convergence tolerance. Default is 1e-3.

◆ absConvergenceTol() [2/2]

c_float Eigen::OSQP::absConvergenceTol ( ) const

inlinenoexcept

◆ admmStepRho() [1/2]

void Eigen::OSQP::admmStepRho ( c_float rho )

inlinenoexcept

ADMM step rho. Default is 0.1.

◆ admmStepRho() [2/2]

c_float Eigen::OSQP::admmStepRho ( ) const

inlinenoexcept

◆ admmStepSigma() [1/2]

void Eigen::OSQP::admmStepSigma ( c_float sigma )

inlinenoexcept

ADMM step sigma. Default is 1e-6.

◆ admmStepSigma() [2/2]

c_float Eigen::OSQP::admmStepSigma ( ) const

inlinenoexcept

◆ checkTermination() [1/2]

void Eigen::OSQP::checkTermination ( c_int checkValue )

inlinenoexcept

check termination interval. If 0, termination checking is disabled. Default is 25.

◆ checkTermination() [2/2]

c_int Eigen::OSQP::checkTermination ( ) const

inlinenoexcept

◆ costResult()

c_float Eigen::OSQP::costResult ( ) const

inlinenoexcept

Get cost result.

◆ dualInfeasibilityTol() [1/2]

void Eigen::OSQP::dualInfeasibilityTol ( c_float tol )

inlinenoexcept

Dual infeasibility tolerance. Default is 1e-4.

◆ dualInfeasibilityTol() [2/2]

c_float Eigen::OSQP::dualInfeasibilityTol ( ) const

inlinenoexcept

◆ dualResidualNorm()

c_float Eigen::OSQP::dualResidualNorm ( ) const

inlinenoexcept

Get norm of dual residual.

◆ inform()

void Eigen::OSQP::inform ( std::ostream & os ) const

inlinenoexcept

Print solver status.

◆ iter()

c_int Eigen::OSQP::iter ( ) const

inlinenoexcept

Get number of iterations taken.

◆ linearSystemSolver() [1/2]

void Eigen::OSQP::linearSystemSolver ( linsys_solver_type solver )

inlinenoexcept

Linear solver. Default is QDLDL_SOLVER.

◆ linearSystemSolver() [2/2]

linsys_solver_type Eigen::OSQP::linearSystemSolver ( ) const

inlinenoexcept

◆ maxIter() [1/2]

void Eigen::OSQP::maxIter ( c_int maxIter )

inlinenoexcept

Maximum number of iteration. Default is 4000.

References maxIter().

Referenced by maxIter().

◆ maxIter() [2/2]

c_int Eigen::OSQP::maxIter ( ) const

inlinenoexcept

◆ polish() [1/2]

void Eigen::OSQP::polish ( bool doPolish )

inlinenoexcept

Polish ADMM solution.

◆ polish() [2/2]

bool Eigen::OSQP::polish ( ) const

inlinenoexcept

◆ polishDelta() [1/2]

void Eigen::OSQP::polishDelta ( c_float delta )

inlinenoexcept

Regularization parameter for polish.

◆ polishDelta() [2/2]

c_float Eigen::OSQP::polishDelta ( ) const

inlinenoexcept

◆ polishRefineIter() [1/2]

void Eigen::OSQP::polishRefineIter ( c_int iter )

inlinenoexcept

Iterative refinement steps in polish.

◆ polishRefineIter() [2/2]

c_int Eigen::OSQP::polishRefineIter ( ) const

inlinenoexcept

◆ primalInfeasibilityTol() [1/2]

void Eigen::OSQP::primalInfeasibilityTol ( c_float tol )

inlinenoexcept

Primal infeasibility tolerance. Default is 1e-4.

◆ primalInfeasibilityTol() [2/2]

c_float Eigen::OSQP::primalInfeasibilityTol ( ) const

inlinenoexcept

◆ primalResidualNorm()

c_float Eigen::OSQP::primalResidualNorm ( ) const

inlinenoexcept

Get norm of primal residual.

◆ problem()

void Eigen::OSQP::problem	(	int	nrVar,
		int	nrConstr
	)

Set up the problem parameters.

Parameters

nrVar	Number of variable
nrConstr	Number of constraints

◆ relaxationParam() [1/2]

void Eigen::OSQP::relaxationParam ( c_float alpha )

inlinenoexcept

Relaxation parameter. Default is 1.6.

◆ relaxationParam() [2/2]

c_float Eigen::OSQP::relaxationParam ( ) const

inlinenoexcept

◆ relConvergenceTol() [1/2]

void Eigen::OSQP::relConvergenceTol ( c_float tol )

inlinenoexcept

Relative convergence tolerance. Default is 1e-3.

◆ relConvergenceTol() [2/2]

c_float Eigen::OSQP::relConvergenceTol ( ) const

inlinenoexcept

◆ result()

const VectorDense& Eigen::OSQP::result ( ) const

inlinenoexcept

Return the qp result.

Returns: Result (uninitialize vector if the qp fails)

◆ scaleTermination() [1/2]

void Eigen::OSQP::scaleTermination ( bool doScaleTermination )

inlinenoexcept

Use scale termination criteria. Default is false.

◆ scaleTermination() [2/2]

bool Eigen::OSQP::scaleTermination ( ) const

inlinenoexcept

◆ scalingIter() [1/2]

void Eigen::OSQP::scalingIter ( c_int scaling )

inlinenoexcept

Heuristic data scaling iterations. If 0, scaling disabled. Default is 10.

◆ scalingIter() [2/2]

c_int Eigen::OSQP::scalingIter ( ) const

inlinenoexcept

◆ solve() [1/3]

template<typename TQ , typename TA >

bool Eigen::OSQP::solve	(	const TQ &	Q,
		const VectorConstRef &	c,
		const TA &	A,
		const VectorConstRef &	AL,
		const VectorConstRef &	AU,
		const VectorConstRef &	XL,
		const VectorConstRef &	XU
	)

Solve the given problem. The function problem(int, int) needs to be called before calling this function.

Template Parameters

TQ	Matrix type. Either a dense or compressed sparse matrix (or a reference to it).
TA	Matrix type. Either a dense or compressed sparse matrix (or a reference to it).

Parameters

Q	Quadratic part of the cost.
c	Linear part of the cost.
A	Constraint matrix.
AL	Lower bound of the constraints.
AU	Upper bound of the constraints.
XL	Lower bound of the variables.
XU	Upper bound of the variables.

References Eigen::CSCMatrix::matrix(), Eigen::CSCMatrix::updateAndAddIdentity(), and Eigen::CSCMatrix::updateTriangularDefault().

◆ solve() [2/3]

template<typename TQ , typename TA >

bool Eigen::OSQP::solve	(	const TQ &	Q,
		const VectorConstRef &	c,
		const TA &	A,
		const VectorConstRef &	AL,
		const VectorConstRef &	AU
	)

Solve the given problem. The function problem(int, int) needs to be called before calling this function.

Template Parameters

TQ	Matrix type. Either a dense or compressed sparse matrix (or a reference to it).
TA	Matrix type. Either a dense or compressed sparse matrix (or a reference to it).

Parameters

Q	Quadratic part of the cost.
c	Linear part of the cost.
A	Constraint matrix.
AL	Lower bound of the constraints.
AU	Upper bound of the constraints.

References Eigen::CSCMatrix::matrix(), Eigen::CSCMatrix::updateDefault(), and Eigen::CSCMatrix::updateTriangularDefault().

◆ solve() [3/3]

template<typename TQ >

bool Eigen::OSQP::solve	(	const TQ &	Q,
		const VectorConstRef &	c
	)

Solve unconstrained problem. The function problem(int, int) needs to be called before calling this function.

Template Parameters

TQ	Matrix type. Either a dense or compressed sparse matrix (or a reference to it).

Parameters

Q	Quadratic part of the cost.
c	Linear part of the cost.

References Eigen::CSCMatrix::matrix(), and Eigen::CSCMatrix::updateTriangularDefault().

◆ status()

c_int Eigen::OSQP::status ( ) const

inlinenoexcept

Get solver status.

◆ verbose() [1/2]

void Eigen::OSQP::verbose ( bool doPrint )

inlinenoexcept

Write osqp progress.

◆ verbose() [2/2]

bool Eigen::OSQP::verbose ( ) const

inlinenoexcept

◆ warmStart() [1/2]

void Eigen::OSQP::warmStart ( bool ws )

inlinenoexcept

Warm start. Default is true.

◆ warmStart() [2/2]

bool Eigen::OSQP::warmStart ( ) const

inlinenoexcept

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ OSQP()

◆ ~OSQP()

Member Function Documentation

◆ absConvergenceTol() [1/2]

◆ absConvergenceTol() [2/2]

◆ admmStepRho() [1/2]

◆ admmStepRho() [2/2]

◆ admmStepSigma() [1/2]

◆ admmStepSigma() [2/2]

◆ checkTermination() [1/2]

◆ checkTermination() [2/2]

◆ costResult()

◆ dualInfeasibilityTol() [1/2]

◆ dualInfeasibilityTol() [2/2]

◆ dualResidualNorm()

◆ inform()

◆ iter()

◆ linearSystemSolver() [1/2]

◆ linearSystemSolver() [2/2]

◆ maxIter() [1/2]

◆ maxIter() [2/2]

◆ polish() [1/2]

◆ polish() [2/2]

◆ polishDelta() [1/2]

◆ polishDelta() [2/2]

◆ polishRefineIter() [1/2]

◆ polishRefineIter() [2/2]

◆ primalInfeasibilityTol() [1/2]

◆ primalInfeasibilityTol() [2/2]

◆ primalResidualNorm()

◆ problem()

◆ relaxationParam() [1/2]

◆ relaxationParam() [2/2]

◆ relConvergenceTol() [1/2]

◆ relConvergenceTol() [2/2]

◆ result()

◆ scaleTermination() [1/2]

◆ scaleTermination() [2/2]

◆ scalingIter() [1/2]

◆ scalingIter() [2/2]

◆ solve() [1/3]

◆ solve() [2/3]

◆ solve() [3/3]

◆ status()

◆ verbose() [1/2]

◆ verbose() [2/2]

◆ warmStart() [1/2]

◆ warmStart() [2/2]