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DuQuad: A toolbox for solving convex quadratic programs using dual (augmented) first order algorithms

机译:DuQuad:使用对偶(增强型)一阶算法求解凸二次程序的工具箱

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In this paper we present the toolbox DuQuad specialized for solving general convex quadratic problems arising in many engineering applications (e.g. embedded predictive control problems). Several versions of dual first order methods are implemented in the programming language C, and optimized for low iteration complexity and low memory footprint. The toolbox has a dynamic Matlab interface which make the process of testing, comparing, and analyzing the algorithms simple. The algorithms are implemented using only basic arithmetic and logical operations and thus are suitable to run on low cost embedded hardware. It is shown that if an approximate solution is sufficient for a given application, there exists problems where some of the implemented algorithms obtain the solution faster than state-of-the-art commercial solvers.
机译:在本文中,我们介绍了专门用于解决许多工程应用中出现的一般凸二次问题(例如嵌入式预测控制问题)的DuQuad工具箱。双重一阶方法的几种版本以编程语言C实现,并针对低迭代复杂度和低内存占用进行了优化。该工具箱具有动态的Matlab接口,使测试,比较和分析算法的过程变得简单。该算法仅使用基本算术和逻辑运算来实现,因此适合在低成本嵌入式硬件上运行。结果表明,如果近似解决方案对于给定的应用程序是足够的,则存在一些问题,其中一些已实现的算法比最新的商业求解器更快地获得了解决方案。

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