Code Monkey home page Code Monkey logo

eicos's Introduction

logo

Eigen Conic Solver

A C++ Second Order Cone Solver for problems of the form

equation

symbols

The last constraint is generalized and includes both the positive orthant and second order cones, so that the top rows of G represent the linear constraints

equation

and the remaining rows contain stacked representations of the second order cones:

equation

Usage

#include "eicos.hpp"

Eigen::SparseMatrix<double> G, A;
Eigen::VectorXd c, h, b;
Eigen::VectorXi q;

// (Set up problem data)

// Construct a solver instance
EiCOS::Solver solver(G, A, c, h, b, q);

// Solve the problem
solver.solve()

// Save the solution
Eigen::VectorXd s = solver.solution();

// (Change entries in G, A, c, h, b)

// Update problem data: Using this method instead of constructing a new problem can
// save a lot of time, especially for larger problems. The only restriction is that 
// the sparsity pattern and dimensions must be the same as in the original problem.
solver.updateData(G, A, c, h, b);

// Rinse and repeat
solver.solve()

Dependencies

  • Eigen for linear algebra functionality
  • fmt (optional) for printing and formatting

CMake

To use the solver with a cmake project, simply include the subdirectory and link the library.

add_subdirectory(EiCOS)
target_link_libraries(my_library eicos)

Credits

This solver is entirely based on ECOS.

  • Alexander Domahidi (ECOS principal developer)
  • Eric Chu (ECOS unit tests)
  • Stephen Boyd (methods and maths)

eicos's People

Contributors

embersarc avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.