/RestartSQP

SQPhotstart: A Sequential Quadratic Programming Solver for Constrained Nonlinear Optimization

Primary LanguageC++

Build Status Code Coverage

RestartSQP: A Sequential Quadratic Programming Solver

for Constrained Nonlinear Optimization

DEPENDENCIES

cmake: http://www.cmake.org (Version 3.2 or better)

Ipopt: https://projects.coin-or.org/Ipopt

Included ThirdParty Libraries

qpOASES: https://projects.coin-or.org/qpOASES/wiki/WikiStart

The qpOASES library included is not compiled with HSL http://www.hsl.rl.ac.uk/catalogue/ linear solvers. If you compile qpOASES with HSL solvers, you just need to replace the libraries libqpOASES.dylib (for MacOS) and libqpOASES.so (for Linux) found under ThirdParty/qpOASES-3.2.1/bin.

OPTIONAL

Eigen: https://github.com/eigenteam/eigen-git-mirror

Gurobi: http://www.gurobi.com

Cplex: https://www-01.ibm.com/software/commerce/optimization/cplex-optimizer/


Follow these simple instructions:

  1. cd SQPhotstart

  2. If your solver is not installed in a default location, you need to add the following to your ~/.bash_profile (edit or create the file named bash_profile under your home and add the following lines):

  • export SOLVERNAME_ROOT_DIR="your_location", where your_location contains the corresponding include/headers and lib/libraries.

For instance:

  • export IPOPT_ROOT_DIR="/Users/yourname/Dev/CoinIpopt/build"

Note: If Cplex and Gurobi were installed using the standard installer, Cmake should automatically locate the latest version on your system, no need to add anything to your bash_profile.

  1. You're now ready to compile everything, just enter:
  • mkdir build

  • cd build

  • cmake ..

All dependencies are switched off by default, except for Ipopt, to enable a solver that is installed on your system,
append the flag -D$Solvername$=ON, e.g., cmake -DGurobi=ON -DCplex=ON ...

Note: To build an Xcode project append -G Xcode to the command above

  • make -j4

This will build the solver library and the tests under RestartSQP/test.

The corresponding binaries will then appear under RestartSQP/bin/Release.

Logo credits:
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