eiquadprog

This repo contains different C++ implementations of the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of a dual method.

The problem is in the form: min 0.5 * x G x + g0 x s.t. CE^T x + ce0 = 0 CI^T x + ci0 >= 0

There are 3 implementations:

• eiquadprog.hpp: the original C++ implementation
• eiquadprog-fast.hpp: an improved version employing a wrapper, avoiding dynamic memory allocation
• eiquadprog-rt.hpp: similar to the above, it employs fixed-size Eigen vectors. This requires the problem dimensions to be known at compile time and is recommended only for small problems.

Please refer to the unit tests for examples of usage.

Authors

Eiquadprog was created at LAAS-CNRS by Gabriele Buondonno, based on parts from TSID by Andrea Del Prete.

This work was based on previous libraries:

• QuadProg++, Copyright (C) 2007-2016 Luca Di Gaspero, MIT License.
• uQuadProg, Copyright (C) 2006 - 2017 Angelo Furfaro, LGPL v3.
• eiquadprog.hpp, Copyright (2011) Benjamin Stephens, GPL v2.
• quadprog++ Copyright (C) 2014-2015 Gael Guennebaud, LGPL v3.

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

• :warning: require C++ >= 14

1.2.9 - 2024-08-26

• allow use of installed jrl-cmakemodules
• setup ROS CI

1.2.8 - 2023-11-29

• added CHANGELOG

1.2.7 - 2023-11-15

• Respect BUILD_SHARED_LIBS
• Update CMake

1.2.6 - 2023-03-31

• Adding inline keyword on (deprecated) solve_eiquadprog2 implemented in header
• Ignore Wsign-conversion warnings

1.2.5 - 2022-09-12

• fix trace solver

1.2.4 - 2022-09-05

• tests are now optional
• Remove memory allocations and expose dual variables to the user
• fix warning about cast of unused parameters
• modernize CMake
• update tools & badges
• reformat

1.2.3 - 2021-03-10

Maintenance release

1.2.2 - 2020-09-21

• Update package.xml for ROS release

1.2.1 - 2020-09-09

• add TRACE_SOLVER option
• fix packaging

1.2.0 - 2020-05-26

• add a shared library

1.1.3 - 2020-03-24

• CMake: export project and use exports from dependencies
• CMake: keep minimal required instructions

1.1.2 - 2020-03-11

• fix build on 16.04, where Eigen3Config.cmake doesn’t provide a version

1.1.1 - 2020-03-11

• update README

1.1.0 - 2020-03-11

• Added CMake Export

1.0.0 - 2019-10-24

• Add eiquadprog-rt
• Fix license
• Configure CI
• Reformat
• update CMake

0.0.3 - 2019-10-08

Initial Release