eigen-gurobi allow to use the Gurobi QP solver with the Eigen3 library.
To compile you need the following tools:
git clone --recursive https://github.com/jorisv/eigen-quadprog
cd eigen-gurobi
mkdir _build
cd _build
cmake [options] ..
make && make intall
Where the main options are:
-DCMAKE_BUIlD_TYPE=Release
Build in Release mode-DCMAKE_INSTALL_PREFIX=some/path/to/install
default is/usr/local
-DUNIT_TESTS=ON
Build unit tests.