qpsolvers-eigen

Simple C++ abstraction layer for quadratic programming solvers using Eigen.

🛠️ Usage

Please install the library following one (and just one) method listed below.

📦 Install with conda or pixi (recommended)

You can easily the library with conda in a new conda environment with

conda create -n newenvname -c conda-forge qpsolvers-eigen

conda will automatically install all the supported dependencies.

To add qpsolvers-eigen to a pixi project, just run:

pixi add qpsolvers-eigen

⚙️ Install via build from source for internal development (advanced)

If you just want to modify qpsolvers-eigen and run the tests again your modification, the easiest way to do that is to use pixi, in particular you just need to run:

git clone https://github.com/ami-iit/qpsolvers-eigen.git
cd qpsolvers-eigen
pixi run test

⚙️ Build from source (advanced)

If you want to use a package manager that does not provide qpsolvers-eigen packages, youc can do that as qpsolvers-eigen is a fairly standard CMake project. To do that, first of all install either via a package manager or manually the following depencies:

Required dependencies:

• eigen
• cmake
• C and C++ compiler

Optional dependencies:

• sharedlibpp (if not found an internal copy is used and installed)
• osqp-eigen (if not found the osqp plugin is not compiled)
• proxsuite (if not found the proxqp plugin is not compiled)

Test dependencies:

• catch2

Then follow the instructions

1. Clone the repository

   git clone https://github.com/ami-iit/qpsolvers-eigen.git
   

2. Build it

   cd osqp-eigen
   mkdir build
   cd build
   cmake -GNinja -DCMAKE_INSTALL_PREFIX:PATH=<custom-folder> ../
   ninja
   ninja install
   

3. Add the following environmental variable to ensure that find_package(QpSolversEigen REQUIRED) is successful:

   QpSolversEigen_DIR=/path/where/you/installed/
   

🖥️ How to use the library

qpsolvers-eigen provides native CMake support which allows the library to be easily used in CMake projects.

qpsolvers-eigen exports a CMake target called QpSolversEigen::QpSolversEigen which can be imported using the find_package CMake command and used by calling target_link_libraries as in the following example:

cmake_minimum_required(VERSION 3.16)
project(myproject)
find_package(QpSolversEigen REQUIRED)
add_executable(example example.cpp)
target_link_libraries(example QpSolversEigen::QpSolversEigen)

A minimal example.cpp is:

#include <cstdlib>
#include <iostream>

#include <QpSolversEigen/QpSolversEigen.hpp>
#include <Eigen/Dense>
#include <Eigen/Sparse>


int main()
{
    Eigen::SparseMatrix<double> H_s(2, 2);
    H_s.insert(0, 0) = 4;
    H_s.insert(0, 1) = 1;
    H_s.insert(1, 0) = 1;
    H_s.insert(1, 1) = 2;

    Eigen::SparseMatrix<double> A_s(3, 2);
    A_s.insert(0, 0) = 1;
    A_s.insert(0, 1) = 1;
    A_s.insert(1, 0) = 1;
    A_s.insert(2, 1) = 1;

    Eigen::Matrix<double, 2, 1> gradient;
    gradient << 1, 1;

    Eigen::Matrix<double, 3, 1> lowerBound;
    lowerBound << 1, 0, 0;

    Eigen::Matrix<double, 3, 1> upperBound;
    upperBound << 1, 0.7, 0.7;

    QpSolversEigen::Solver solver;

    // Here you select the solver, possible options are:
    // * osqp
    // * proxqp
    bool ok = solver.instantiateSolver("osqp");

    if (!ok)
    {
        std::cerr << "Error in instantiating the solver" << std::endl;
        return EXIT_FAILURE;
    }

    // Set osqp-specific parameters
    if (solver.getSolverName() == "osqp")
    {
        solver.setBooleanParameter("verbose", true);
        solver.setRealNumberParameter("alpha", 1.0);
        // See https://github.com/robotology/osqp-eigen/pull/172
        solver.setBooleanParameter("polish", true);
    }

    solver.data()->setNumberOfVariables(2);
    solver.data()->setNumberOfConstraints(3);
    ok = ok && solver.data()->setHessianMatrix(H_s);
    ok = ok && solver.data()->setGradient(gradient);
    ok = ok && solver.data()->setLinearConstraintsMatrix(A_s);
    ok = ok && solver.data()->setLowerBound(lowerBound);
    ok = ok && solver.data()->setUpperBound(upperBound);
    ok = ok && solver.initSolver();

    if (!ok)
    {
        std::cerr << "Error in solver initialization" << std::endl;
        return EXIT_FAILURE;
    }

    ok = ok && (solver.solveProblem() == QpSolversEigen::ErrorExitFlag::NoError);

    if (!ok)
    {
        std::cerr << "Error in solving the problem" << std::endl;
        return EXIT_FAILURE;
    }

    std::cerr << "Solution: " << solver.getSolution() << std::endl;
}

For more examples, check the content of the ./examples folder in this repo.

Migrate from osqp-eigen

If you are already using osqp-eigen and you want to understand how to migrate your code to qpsolvers-eigen, check the ./docs/migrate_from_osqp_eigen.md document.

Related projects

If you are interested to other projects that provide abstraction over QP solvers, you can check also this other projects:

• Python's qpsolvers : Python abstraction layer over QPs, quite complete and definitely an inspiration for qpsolvers-eigen.
• isri-aist/QpSolverCollection : Another C++ QP standalone abstraction layer, that supports more solvers w.r.t. to qpsolvers-eigen, but does not permit to easily set parameters to the underlying solvers.
• RobotLocomotion/drake : Drake is a collection of tools for analyzing the dynamics of our robots and building control systems for them, with a heavy emphasis on optimization-based design/analysis. As part of its extensive capabilities, it also provide abstraction over QP solvers. However, it is quite an heavyweight dependency, and does not support Windows.
• casadi CasADi is an open-source tool for nonlinear optimization and algorithmic differentiation. As part of its extensive capabilities, it also provide abstraction over QP solvers.
• roboptim RobOptim is a C++ Library for Numerical Optimization applied to Robotics. Similarly to casadi or qpsolvers-eigen, it permits to write solvers as dynamically loadable plugins that can be loaded without modifying the core library. Mantainance of the library seems to be stopped around 2019.

🐛 Bug reports and support

All types of issues are welcome.

Versioning policy

Any ABI or API incompatible change will result in a minor release bump.

📝 License

Materials in this repository are distributed under the following license:

All software is licensed under the BSD 3-Clause License. See LICENSE file for details.