QPALM.jl

This repository provides a Julia interface to the QPALM QP solver.

Installation

From the Julia (>= 1.0) REPL, do

] add https://github.com/kul-forbes/QPALM.jl

In order to use QPALM.jl, you will need the binaries, which you can find here. You will end up having a library file named libqpalm.so (on Linux), libqpalm.dylib (on macOS), or libqpalm.dll (on Windows), which you will have to copy as follows:

# on Linux
cp libqpalm.so <PATH-TO-QPALM.jl>/deps/lib/

# on macOS
cp libqpalm.dylib <PATH-TO-QPALM.jl>/deps/lib/

# on Windows
cp libqpalm.dll <PATH-TO-QPALM.jl>/deps/lib/

Usage

Given the QP

minimize    (1/2) x' Q x + q' x
subject to  bmin <= A x <= bmax

this is solved by

using QPALM
model = QPALM.Model()
QPALM.setup!(model, Q=Q, q=q, A=A, bmin=bmin, bmax=bmax, settings...)
results = QPALM.solve!(model)

where settings... are keyword arguments specifying the solver options to use. They have the same name and type as the underlying C API, so please refer QPALM's documentation on how to set these and their semantics. Leaving the settings unspecified will run the solver with default options.